Journal of Computational Finance
ISSN:
1460-1559 (print)
1755-2850 (online)
Editor-in-chief: Christoph Reisinger
Volume 11, Number 3 (March 2008)
Editor's Letter
Welcome to Volume 11, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Simple and efficient simulation of the Heston stochastic volatility model' by Leif Andersen from Banc of America Securities; ‘Partial proxy simulation schemes for generic and robust Monte Carlo Greeks' by Christian P. Fries from DZ BANK AG and Mark S. Joshi from the University of Melbourne; ‘Modeling correlated defaults: first passage model under stochastic volatility' by Jean-Pierre Focque and Brian C. Wignall from the University of California and Xianwen Zhou from Lehman Brothers; and ‘Finite element valuation of swing options' by Martina Wilhelm and Christoph Winter from ETH Zurich.
