Editor: Domingo Tavella
Published: 01 Jul 2000
Papers in this issue
by Michael A. Sullivan
by Nusret Cakici, Kudret Topyan
by Peter W. Buchen, Michael F. Kelly
by Michael Schröder
Welcome to Volume 3, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘On the valuation of double-barrier options: computational aspects' by Michael Schröder from Universität Mannheim; ‘Pricing discretely monitored barrier options' by Michael A. Sullivan from Comptroller of the Currency; ‘Asset price distributions inferred from linear inverse theory aspects' by Peter W. Buchen from the University of Sydney and Michael F. Kelly from the University of Western Sydney; and ‘The GARCH option pricing model: a lattice approach' by Nusret Cakici and Kudret Topyan from Manhattan College, New York.
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 jou[email protected] for more information.