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.

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here