Applied Mathematical Finance

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Volume 21; Issue 6

Stochastic Correlation and Volatility Mean-reversion – Empirical Motivation and Derivatives Pricing via Perturbation Theory

Implied Filtering Densities on the Hidden State of Stochastic Volatility

Asymptotic Solutions for Australian Options with Low Volatility

Re-specification of Affine Term Structure Models: The Linkage to Empirical Investigations

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