Journal of Computational Finance

Welcome to Volume 5, Issue 2 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Pricing in three-factor models using Icosahedral lattices' by Lynda A. McCarthy from the University of South Wales and Nick J. Webber from the University of Warwick; ‘Numerical investigation of early exercise in American puts with discrete dividends' by Gunter H. Meyer from the Georgia Institute of Technology; ‘Structuring, pricing and hedging double-barrier step options' by Dmitry Davydov from UBS Warburg and Vadim Linetsky from Northwestern University; and ‘Finite sample properties of EMM, GMM, QMLE and MLE for a square-root interest rate diffusion model' by Hao Zhou from the Federal Reserve Board.

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