Journal of Computational Finance

Welcome to Volume 15, Issue 2 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘A simple discretization scheme for nonnegative diffusion processes with applications to option pricing' by Chantal Labbé and Bruno Rémillard from HEC Montréal, and Jean-François Renaud from L'Université du Quebec a Montreal; ‘Pricing convertible bonds with call protection' by Stéphane Crépey from Universite d'Evry Val d'Essonne and Abdallah Rahal from Bank Audi Plaza; ‘Minimal partial proxy simulation schemes for generic and robust Monte Carlo Greeks' by Jiun Hong Chan and Mark Joshi from the University of Melbourne; and ‘Pricing barrier and average options in a stochastic volatility environment' by Kenichiro Shiraya, Akihiko Takahashi and Masashi Toda from the University of Tokyo.

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