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International Journal of Theoretical and Applied Finance cover

Volume 01, Issue 01 (January 1998)

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Pricing Risky Options Simply
  • Pages:1–23

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Taming Large Events: Optimal Portfolio Theory for Strongly Fluctuating Assets
  • Pages:25–41

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Estimating Expected Exchange Rates Under Target Zone Regimes
  • Pages:43–59

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Stochastic Implied Trees: Arbitrage Pricing with Stochastic Term and Strike Structure of Volatility
  • Pages:61–110

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The Pricing of Country Funds from Emerging Markets: Theory and Evidence
  • Pages:111–143

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Internationally Diversified Investment Using an Integrated Portfolio Model
  • Pages:145–160

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The Mexican Crisis and the Behavior of Country-Fund Discounts: Renewing the Puzzle of Closed-End Fund Pricing
  • Pages:161–174

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Uncertain Parameters, an Empirical Stochastic Volatility Model and Confidence Limits
  • Pages:175–189