Editor: Domingo Tavella
Published: 01 Jan 1999
Papers in this issue
by Nicolas Jackson, Endre Süli and Sam Howison
by Yuichi Nagahara, Genshiro Kitagawa
by William Morokoff
by Michael C. Fu and Dilip B. Madan, Tong Wang
Welcome to Volume 2, Issue 2 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Computation of deterministic volatility surfaces' by Nicolas Jackson, Endre Süli and Sam Howison from the Oxford University Computing Laboratory; ‘A non-Gaussian stochastic volatility model' by Yuichi Nagahara from Meiji University and Genshiro Kitagawa from The Institute of Statistical Mathematics; ‘Pricing continuous Asian options: a comparison of Monte Carlo and Laplace transform inversion methods' by Michael C. Fu and Dilip Madan from the University of Maryland; and ‘The Brownian bridge E-M algorithm for covariance estimation with missing data' by William Morokoff from Goldman & Sachs.
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