Editor: Mark Broadie
Published: 23 Jun 2005
Papers in this issue
by Suneal K. Chaudhary
by Norbert Hilber, Ana-Maria Matache, Christoph Schwab
by Sana Ben Hamida, Rama Cont
by Alexandre d’Aspremont
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.
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 firstname.lastname@example.org for more information.