Editor: Domingo Tavella
Published: 01 Jan 2000
Papers in this issue
by Farid AitSahlia, Tze Leung Lai
by Augusto Castillo-Ramiré
by Leif Andersen
by Adam Kurpiel, Thierry Roncalli
Welcome to Volume 3, Issue 2 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘A simple approach to the pricing of Bermudan swaptions in the multifactor LIBOR market model' by Leif Andersen from General Re Financial Products; ‘A canonical optimal stopping problem for American options and its numerical solution' by by Farid AitSahlia from Financial Engines and Tze Leung Lai from Stanforsd University; ‘Hopscotch methods for two-state financial models' by Adam Kurpiel from the Université Montesquieu-Bordeuax IV and Thierry Roncalli from FERC, University Business School; and ‘An application of natural resource evaluation using a simulation - dynamic programming approach' by Augusto Castillo-Ramiré from UCLA.
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 firstname.lastname@example.org for more information.