Journal of Computational Finance

Welcome to Volume 10, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Discrete extrema of Brownian motion and pricing of exotic options' by Colin Atkinson from Imperial College and Gianluca Fusai from Università degli Studi del Piemonte Orientale; ‘Cost-optimal static super-replication of barrier options: an optimization approach' by Alexander Giese from HypoVereinsbank and Jan Maruhn from the University of Trier; ‘Computing two-factor deltas using unstructured meshes' by Amélie Bélanger and Bruce Simpson from the University of Waterloo; and ‘School of Computer Science, University of Waterloo' by Shirley J. Huang and Jun Yu from Singapore Management University.

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