Journal of Computational Finance

Welcome to Volume 2, Issue 2 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Computation of deterministic volatility surfaces' by Nicolas Jackson, Endre Süli and Sam Howison from the Oxford University Computing Laboratory; ‘A non-Gaussian stochastic volatility model' by Yuichi Nagahara from Meiji University and Genshiro Kitagawa from The Institute of Statistical Mathematics; ‘Pricing continuous Asian options: a comparison of Monte Carlo and Laplace transform inversion methods' by Michael C. Fu and Dilip Madan from the University of Maryland; and ‘The Brownian bridge E-M algorithm for covariance estimation with missing data' by William Morokoff from Goldman & Sachs.