Journal of Computational Finance

Welcome to Volume 7, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Pricing Asian options via Fourier and Laplace transforms' by Gianluca Fusai from Università del Piemonte Orientale; ‘Non-parametric calibration of jump-diffusion option pricing models' by Rama Cont and Peter Tankov from CNRS - Ecole Polytechnique; ‘Option pricing by transform methods: extensions, unification and error control' by Roger W. Lee from Stanford University; and ‘Computing deltas of callable LIBOR exotics in forward LIBOR models' by Vladimir V. Piterbarg from Bank of America.

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