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Article #2960International Journal of Theoretical and Applied Finance - Vol 7 No 2
From: WSPC
Date: Wed, 31 Mar 2004 04:06
Date: Wed, 31 Mar 2004 04:06
31 lines
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2166 bytes
International Journal of Theoretical and Applied Finance Vol. 7, No. 2 (March 2004) View table-of-contents and abstracts at http://www.worldscinet.com/ijtaf.html Contents: Agricultural Finance Revenue Futures Contract Martial V. Guinvarc'h et al. Calibration Of Multifactor Models In Electricity Markets Martin Barlow, Yuri Gusev And Manpo Lai Dividend Policy, Trading Characteristics And Share Prices: Empirical Evidence From Egyptian Firms Mohammed Omran And John Pointon Causal Linkages Among Shanghai, Shenzhen, And Hong Kong Stock Markets Hongquan Zhu et al. Analytical Pricing Of Double-Barrier Options Under A Double-Exponential Jump Diffusion Process: Applications Of Laplace Transform Artur Sepp The Normal Inverse Gaussian Distribution And Spot Price Modelling In Energy Markets Fred Espen Benth And Jurate Saltyte-Benth For more information, go to http://www.worldscinet.com/ijtaf.html
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