Editorial
EDITORIAL: STOCHASTIC AND COMPUTATIONAL METHODS IN FINANCE
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- 03 March 2016, pp. 205-206
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Research Article
CPDO WITH FINITE TERMINATION: MAXIMAL RETURN UNDER CASH-IN AND CASH-OUT CONDITIONS
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- 10 February 2016, pp. 207-221
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APPROXIMATE SOLUTIONS FOR THE BRITISH PUT OPTION AND ITS OPTIMAL EXERCISE BOUNDARY
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- 22 January 2016, pp. 222-243
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A NOVEL ANALYTICAL APPROACH FOR PRICING DISCRETELY SAMPLED GAMMA SWAPS IN THE HESTON MODEL
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- 27 January 2016, pp. 244-268
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AN ANALYTICAL SOLUTION FOR PARISIAN UP-AND-IN CALLS
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- 27 January 2016, pp. 269-279
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SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS
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- 17 February 2016, pp. 280-298
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BOUNDS ON PRICES FOR ASIAN OPTIONS VIA FOURIER METHODS
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- 19 February 2016, pp. 299-318
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HISTORICAL BACKTESTING OF LOCAL VOLATILITY MODEL USING AUD/USD VANILLA OPTIONS
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- 17 February 2016, pp. 319-338
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SOLUTIONS AND DIAGNOSTICS OF SWITCHING PROBLEMS WITH LINEAR STATE DYNAMICS
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- 28 January 2016, pp. 339-351
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OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET
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- 17 February 2016, pp. 352-368
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A LOGNORMAL MODEL FOR DEMAND FORECASTING IN THE NATIONAL ELECTRICITY MARKET
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- 15 February 2016, pp. 369-383
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Front Cover (OFC, IFC) and matter
ANZ VOLUME 57 ISSUE 3 COVER AND FRONT MATTER
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- 03 March 2016, pp. f1-f2
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Back Cover (OBC, IBC) and matter
ANZ VOLUME 57 ISSUE 3 COVER AND BACK MATTER
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- 03 March 2016, pp. b1-b7
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