Editor: Mark Broadie
Published: 15 Mar 2007
Papers in this issue
by Amélie Bélanger, Bruce Simpson
by Colin Atkinson, Gianluca Fusai
by Shirley J. Huang, Jun Yu
by Alexander Giese, Jan Maruhn
Welcome to Volume 10, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Discrete extrema of Brownian motion and pricing of exotic options' by Colin Atkinson from Imperial College and Gianluca Fusai from Università degli Studi del Piemonte Orientale; ‘Cost-optimal static super-replication of barrier options: an optimization approach' by Alexander Giese from HypoVereinsbank and Jan Maruhn from the University of Trier; ‘Computing two-factor deltas using unstructured meshes' by Amélie Bélanger and Bruce Simpson from the University of Waterloo; and ‘School of Computer Science, University of Waterloo' by Shirley J. Huang and Jun Yu from Singapore Management University.
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