Journal of Computational Finance

Welcome to Volume 4, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘A non-exploding bushy tree technique and its application to the multifactor interest rate market model' by Y. Tang from Goldman & Sachs and J. Lange from Longitude, Inc.; ‘Performance of Dupire's implied diffusion approach under sparse and incomplete data' by Michael L. McIntyre from Carleton University; ‘Exercise boundaries and efficient approximations to American option prices and hedge parameters' by Farid AitSahlia from Financial Engines and Leung Tze Lai from Stanford University; and ‘A new PDE approach for pricing arithmetic average Asian options' by Jan Vecer from Columbia University.

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