Journal of Computational Finance

Welcome to Volume 5, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Pricing and hedging more general double-barrier options' by Adam Kolkiewicz of the University of Waterloo; ‘A generalized multinomial method for option pricing in several dimensions' by Thomas Gustafsson and Houari Merabet from the University of Uppsala; ‘A Newton method for American option pricing' by Thomas F. Coleman, Yuying Li and Arun Verma from Cornell University; and ‘Pricing Asian and basket options via taylor expansion' by Nengjiu Ju from the University of Maryland.

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