Journal of Computational Finance
ISSN:
1460-1559 (print)
1755-2850 (online)
Editor-in-chief: Christoph Reisinger
Volume 2, Number 3 (Spring 1999)
Editor's Letter
Welcome to Volume 2, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Finite sample comparison of alternative estimators of ITO diffusion processes: a Monte Carlo study' by George J. Jiang of the University of Groningen and John L. Knight from the University of Western Ontario; ‘An investigation of cheapest to deliver on Treasury bond futures contracts' by Simon Benninga from Tel Aviv University and Zvi Wiener from Hebrew University; ‘On the pricing implications of the joint lognormal assumption for the swaption and cap markets' by Riccardo Rebonato from Natwest Group; and ‘Reconstructing the unknown local volatility function' by Thomas F. Coleman, Yuying Li and Arun Verma from Cornell University.
Papers in this issue
Finite sample comparison of alternative estimators of Itô diffusion processes: a Monte Carlo study
An investigation of cheapest-to-deliver on Treasury bond futures contracts
On the pricing implications of the joint lognormal assumption for the swaption and cap markets
Reconstructing the unknown local volatility function
