Journal of Computational Finance

Welcome to Volume 9, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Numerical estimation of volatility values from discretely observed diffusion data' by Jakša Cvitanic from Caltech, Boris Rozovskii from USC and Ilya Zaliapin from UCLA; ‘Convergence analysis of Crank-Nicolson and Rannacher time-marching' by Michael B. Giles and Rebecca Carter from Oxford University Computing Laboratory; ‘Barrier option pricing for assets with Markov-modulated dividends' by Giuseppe Di Graziano and L.C.G. Rogers from the University of Cambridge; and ‘Sampling Student's T distribution - use of the inverse cumulative distribution function' by William T. Shaw from King's College.

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