Journal of Computational Finance

Welcome to Volume 6, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Addressing the bias in Monte Carlo pricing of multi-asset options with multiple barriers through discrete sampling' by Pavel V. Shevchenko from CSIRO Mathematical and Information Sciences; ‘Analytic derivatives of asymmetric GARCH models' by George F. Levy from NAG Ltd; ‘'Voaltility estimation with functional gradient descent for very high-dimensional financial time series' by Francesco Audrinofrom the University of Southern Switzerland and Peter Bühlmann from ETH Zurich; and ‘Semi-analytical pricing of defaultable bonds in a signaling jump-default model' by Lara Cathcart and Lina El-Jahel from Imperial College, London.

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