Journal of Computational Finance
ISSN:
1460-1559 (print)
1755-2850 (online)
Editor-in-chief: Christoph Reisinger
Volume 7, Number 2 (December 2003)
Editor's Letter
Welcome to Volume 7, Issue 2 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Calibration and implementation of convertible bond models' by Leif Andersen and Dan Buffum from the Bank of America Securities LLC; ‘Pricing American options under variance gamma' by Ali Hirsa from Morgan Stanley and Dilip Madan from the University of Maryland; ‘Robbins-Monro algorithms and variance reduction in finance' by Bouhari Arouna from the Ecole Nationale des Ponts et Chaussées; and ‘Valuing path-dependent options in the variance-gamma model by Monte Carlo with a gamma bridge' by Claudia Ribeiro from Warwick Buisness School and Nick Webber from Cass Business School.
