Journal of Computational Finance
ISSN:
1460-1559 (print)
1755-2850 (online)
Editor-in-chief: Christoph Reisinger
Volume 5, Number 4 (Summer 2002)
Editor's Letter
Welcome to Volume 5, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Static replication of barrier options: some general results' by Leif B. G. Andersen and David Eliezer from the Banc of America Securities and Jesper Andreasen from Nordea Markets; ‘Optimal importance sampling in securities pricing' by Yi Su and Michael C. Fu from the University of Maryland; ‘Pricing moving barrier options' by J. P. Heritage from the University of Bath; ‘Penalty and front-fixing methods for the numerical solution of American option problems' by Fredrik Bjørn Nielsen, Ola Skavhaug and Aslak Tveito from the Simula Research Laboratory.
