Journal of Computational Finance

Welcome to Volume 3, Issue 2 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘A simple approach to the pricing of Bermudan swaptions in the multifactor LIBOR market model' by Leif Andersen from General Re Financial Products; ‘A canonical optimal stopping problem for American options and its numerical solution' by by Farid AitSahlia from Financial Engines and Tze Leung Lai from Stanforsd University; ‘Hopscotch methods for two-state financial models' by Adam Kurpiel from the Université Montesquieu-Bordeuax IV and Thierry Roncalli from FERC, University Business School; and ‘An application of natural resource evaluation using a simulation - dynamic programming approach' by Augusto Castillo-Ramiré from UCLA.

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