Journal of Computational Finance

Welcome to Volume 2, Issue 1 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘The pricing of discretely sampled Asian and lookback options: A change of numeraire approach' by Jesper Andraesen from General Re Financial Products Corp; ‘Option pricing and linear complimentarity' by Jacqueline Huang and Jong-Shi Pang from The John Hopkins University; ‘LP valuation of exotic American options exploiting structure' by M.A.H. Dempster and D.G. Richards from the University of Cambridge and J.P. Hutton from Nomura International PLC; and ‘Approximating American options and other financial contracts using barrier derivatives' by Jonathan E. Ingersoll. Jr. from Yale University.

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