Journal of Computational Finance
ISSN:
1460-1559 (print)
1755-2850 (online)
Editor-in-chief: Christoph Reisinger
Volume 15, Number 3 (March 2012)
Editor's Letter
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.
