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.

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