Journal of Computational Finance

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.

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