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International Journal of Theoretical and Applied Finance cover

Volume 09, Issue 03 (May 2006)

No Access
ON CAPITAL STRUCTURE, RISK SHARING AND CAPITAL ADEQUACY IN ISLAMIC BANKS
  • Pages:269–280

https://doi.org/10.1142/S0219024906003627

No Access
ON FINITE DIMENSIONAL REALIZATIONS FOR THE TERM STRUCTURE OF FUTURES PRICES
  • Pages:281–314

https://doi.org/10.1142/S0219024906003639

No Access
THE STOCHASTIC INTENSITY SSRD MODEL IMPLIED VOLATILITY PATTERNS FOR CREDIT DEFAULT SWAP OPTIONS AND THE IMPACT OF CORRELATION
  • Pages:315–339

https://doi.org/10.1142/S0219024906003597

No Access
TESTING FOR RANDOM WALK AND STRUCTURAL BREAKS IN HEDGE FUNDS RETURNS
  • Pages:341–358

https://doi.org/10.1142/S0219024906003615

No Access
SECURITY MARKETS WITH PRICE LIMITS: A BAYESIAN APPROACH
  • Pages:359–372

https://doi.org/10.1142/S0219024906003585

No Access
INFORMATION, MODEL PERFORMANCE, PRICING AND TRADING MEASURES IN INCOMPLETE MARKETS
  • Pages:373–400

https://doi.org/10.1142/S0219024906003603

No Access
NUMERICAL SOLUTIONS FOR THE CHERIDITO-SONER-TOUZI SUPER-REPLICATION MODEL UNDER GAMMA CONSTRAINTS
  • Pages:401–414

https://doi.org/10.1142/S0219024906003561

No Access
PRICING AND HEDGING CONVERTIBLE BONDS: DELAYED CALLS AND UNCERTAIN VOLATILITY
  • Pages:415–453

https://doi.org/10.1142/S0219024906003573