Journal of Computational Finance
ISSN:
1460-1559 (print)
1755-2850 (online)
Editor-in-chief: Christoph Reisinger
Volume 3, Number 4 (Summer 2000)
Editor's Letter
Welcome to Volume 3, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘On the valuation of double-barrier options: computational aspects' by Michael Schröder from Universität Mannheim; ‘Pricing discretely monitored barrier options' by Michael A. Sullivan from Comptroller of the Currency; ‘Asset price distributions inferred from linear inverse theory aspects' by Peter W. Buchen from the University of Sydney and Michael F. Kelly from the University of Western Sydney; and ‘The GARCH option pricing model: a lattice approach' by Nusret Cakici and Kudret Topyan from Manhattan College, New York.
