Editor: Peter Forsyth
Published: 19 Sep 2010
Papers in this issue
by Marcellino Gaudenzi, Antonino Zanette, Maria Antonietta Lepellere
by Garud Iyengar, Alfred Ka Chun Ma
by Jinggang Huang, Liming Yang
by Shushang Zhu, Duan Li, Xiaoling Sun
Welcome to Volume 14, Issue 1 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Portfolio selection with marginal risk control' by Shushang Zhu and Xiaoling Sun from Fudan University, and Duan Li from the Chinese University of Hong Kong; ‘The singular points binomial method for pricing American path-dependent options' by Marcellino Gaudenzi, Antonio Zanette and Maria Antoinetta Lepellere from Università di Udine; ‘A behavioral finance-based tick-by-tick model for price and volume' by Garud Iyengar from Columbia University and Alfred K Chun Ma from the Chinese University of Hong Kong; and ‘Correlation matrix with block structure and efficient sampling methods' by Jinggang Huag and Zongjian Liu from Standard & Poor's.
Search the archive
Subscribe to gain full access to The Journal of Computational Finance and its archive.
Call for papers
Submit your work and we can offer you:
Please contact [email protected] for more information.