Editor: Peter Forsyth
Published: 28 Mar 2012
Papers in this issue
by Tyson Whitehead, R. Mark Reesor and Matt Davison
by Yoshifumi Muroi
by Sergei Levendorskii and Jiayao Xie
by Paul Doust
Welcome to Volume 15, Issue 3 of The Journal of Computational Finance. This issue includes four technical papers: 'No-arbitrage SABR' by Paul Doust; 'A bias-reduction technique for Monte Carlo pricing of early-exercise options' by Tyson Whitehead, R. Mark Reesor and Matt Davison; 'Fast pricing and calculation of sensitivities of out-of-the-money European options under Levy processes' by Sergei Levendorskii and Jiayao Xie; and 'Pricing credit derivatives using an asymptotic expansion approach' by Yoshifumi.
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