Editor: Domingo Tavella
Published: 01 Apr 2001
Papers in this issue
by Michael C. Fu, Scott B. Laprise, Dilip B. Madan, Yi Su, and Rongwen Wu
by Timothy R. Klassen
by Felipe M. Aparicio, Didier Cossin
by Anders Öhgren
by Lawrence S. J. Luo
Welcome to Volume 4, Issue 3 of The Journal of Computational Finance. This issue is made up of 5 technical papers: ‘Control of credit risk collateralization using quasi-variational inequalities' by Felipe M. Aparicio from Universidad Carlos III de Madrid and Didier Cossin from the University of Lausanne; ‘Pricing American options: a comparison of Monte Carlo simulation approaches' by Michael C. Fu, Scott B. Laprise, Dilip Madan, Yi Su and Rongwen Wu from the University of Maryland; ‘Simple, fast and flexible pricing of Asian options' by Timothy R. Klassen from Columbia University; ‘Various types of double-barrier options' by Lawrence S.J. Luo from FinancialCAD Corporation; and ‘Brief Communications: A remark on the pricing of discrete lookback options' by Anders Öhgren.
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