Journal of Computational Finance

Welcome to Volume 7, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘A stochastic mesh method for pricing highdimensional American options' by Mark Broadie and Paul Glasserman from Columbia University; ‘Convergence of the stochastic mesh for pricing Bermudan options' by Athanassios N. Avramidis from Université de Montréal and Heinrich Matzinger from the University of Bielefeld; ‘Computing hitting time densities for CIR and OU diffusions: applications to meanreverting models' by Vadim Linetsky from Northwestern University; and ‘Technical note: Dependence and two-asset options pricing' by Grégory Rapuch from CREST & EHESS and Thierry Roncalli from Crédit Agricole SA, France.

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