Journal of Computational Finance
ISSN:
1460-1559 (print)
1755-2850 (online)
Editor-in-chief: Christoph Reisinger
Volume 5, Number 2 (Winter 2001)
Editor's Letter
Welcome to Volume 5, Issue 2 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Pricing in three-factor models using Icosahedral lattices' by Lynda A. McCarthy from the University of South Wales and Nick J. Webber from the University of Warwick; ‘Numerical investigation of early exercise in American puts with discrete dividends' by Gunter H. Meyer from the Georgia Institute of Technology; ‘Structuring, pricing and hedging double-barrier step options' by Dmitry Davydov from UBS Warburg and Vadim Linetsky from Northwestern University; and ‘Finite sample properties of EMM, GMM, QMLE and MLE for a square-root interest rate diffusion model' by Hao Zhou from the Federal Reserve Board.
Papers in this issue
Numerical investigation of early exercise in American puts with discrete dividends
Pricing in three-factor models using icosahedral lattices
Finite sample properties of EMM, GMM, QMLE and MLE for a square-root interest rate diffusion model
Structuring, pricing and hedging double-barrier step options
