Journal of Computational Finance

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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