Editor: Domingo Tavella
Published: 28 Mar 2003
Papers in this issue
by Francesco Audrino, Peter Bühlmann
by George F. Levy
by Pavel V. Shevchenko
by Lara Cathcart and Lina El-Jahel
Welcome to Volume 6, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Addressing the bias in Monte Carlo pricing of multi-asset options with multiple barriers through discrete sampling' by Pavel V. Shevchenko from CSIRO Mathematical and Information Sciences; ‘Analytic derivatives of asymmetric GARCH models' by George F. Levy from NAG Ltd; ‘'Voaltility estimation with functional gradient descent for very high-dimensional financial time series' by Francesco Audrinofrom the University of Southern Switzerland and Peter Bühlmann from ETH Zurich; and ‘Semi-analytical pricing of defaultable bonds in a signaling jump-default model' by Lara Cathcart and Lina El-Jahel from Imperial College, London.
Search the archive
Subscribe to gain full access to The Journal of Computational Finance and its archive.
Call for papers
Submit your work and we can offer you:
Please contact email@example.com for more information.
Updating your subscription status
Risk iPad and iPhone Apps