Journal of Computational Finance

Welcome to Volume 2, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Finite sample comparison of alternative estimators of ITO diffusion processes: a Monte Carlo study' by George J. Jiang of the University of Groningen and John L. Knight from the University of Western Ontario; ‘An investigation of cheapest to deliver on Treasury bond futures contracts' by Simon Benninga from Tel Aviv University and Zvi Wiener from Hebrew University; ‘On the pricing implications of the joint lognormal assumption for the swaption and cap markets' by Riccardo Rebonato from Natwest Group; and ‘Reconstructing the unknown local volatility function' by Thomas F. Coleman, Yuying Li and Arun Verma from Cornell University.

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