Journal of Computational Finance
ISSN:
1460-1559 (print)
1755-2850 (online)
Editor-in-chief: Christoph Reisinger
Volume 8, Number 4, (Summer 2005)
Editor's Letter
Welcome to Volume 8, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Recovering volatility from option prices by evolutionary optimization' by Sana Ben Hamida from Ecole Supérieure de Technologie et Informatique and Rama Cont from CNRS-Ecole Polytechnique; ‘Risk-management methods for the LIBOR market model using semidefinite programming' by Alexandre d'Aspremont from Princeton University; ‘American options and the LSM algorithm: quasi-random sequences and Brownian bridges' by Suneal K. Chaudhary from the University of Utah; and ‘Sparse wavelet methods for option pricing under stochastic volatility' by Norbert Hilber, Ana-Maria Matache and Christoph from ETH-Zentrum.
Papers in this issue
American options and the LSM algorithm: quasi-random sequences and Brownian bridges
Risk-management methods for the Libor market model using semidefinite programming
Sparse wavelet methods for option pricing under stochastic volatility
Recovering volatility from option prices by evolutionary optimization
