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.

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