Journal of Computational Finance
ISSN:
1460-1559 (print)
1755-2850 (online)
Editor-in-chief: Christoph Reisinger
Volume 5, Number 3 (Spring 2002)
Editor's Letter
Welcome to Volume 5, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Pricing and hedging more general double-barrier options' by Adam Kolkiewicz of the University of Waterloo; ‘A generalized multinomial method for option pricing in several dimensions' by Thomas Gustafsson and Houari Merabet from the University of Uppsala; ‘A Newton method for American option pricing' by Thomas F. Coleman, Yuying Li and Arun Verma from Cornell University; and ‘Pricing Asian and basket options via taylor expansion' by Nengjiu Ju from the University of Maryland.
