Journal of Computational Finance

Welcome to Volume 3, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘On the valuation of double-barrier options: computational aspects' by Michael Schröder from Universität Mannheim; ‘Pricing discretely monitored barrier options' by Michael A. Sullivan from Comptroller of the Currency; ‘Asset price distributions inferred from linear inverse theory aspects' by Peter W. Buchen from the University of Sydney and Michael F. Kelly from the University of Western Sydney; and ‘The GARCH option pricing model: a lattice approach' by Nusret Cakici and Kudret Topyan from Manhattan College, New York.

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