Journal of Computational Finance

Welcome to Volume 4, Issue 2 of The Journal of Computational Finance. This issue is made up of 5 technical papers: ‘Deriving derivatives of derivative securities; by Peter Carr from Bank of America Securities; ‘Time transformations, intraday data and volatility models' by Pierre Giot from Maastricht University; ‘A closed-form solution for perpetual American floating strike lookback options' by Min Dai from Peking University; ‘A new algorithm for constructing implied binomial trees: does the implied model fit any volatility smiles?' by Yanmin Li from Imperial College, London; and ‘Brief communications: how to solve multi-asset Black-Scholes with time-dependent volatility and correlation' by L.P. Bos and A.F. Ware from the University of Calgary.

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