Journal of Computational Finance
ISSN:
1460-1559 (print)
1755-2850 (online)
Editor-in-chief: Christoph Reisinger
Volume 14, Number 3 (March 2011)
Editor's Letter
Welcome to Volume 14, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Fast Greeks by algorithmic differentiation' by Luca Capriotti from Credit Suisse Group; ‘The uncertain volatility model: a Monte Carlo approach' by Julien Guyon and Pierre Henry-Labordère from Société Générale; ‘Pricing energy derivatives by linear programming: tolling agreement contracts' by Valeriy Ryabchenko and Stan Uryasev from the University of Florida; and ‘Pricing corporate bonds in an arbitrary jump-diffusion model based on an improved Brownian-bridge algorithm' by Johannes Ruf and Matthias Scherer from Columbia University.
