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Welcome to The Journal of Computational Finance's Online First Forum. Here you will find the latest peer reviewed, accepted papers before they are available in print. With Online First publication,...
ABSTRACT We develop an efficient Monte Carlo method for the valuation of financial contracts on discretely realized variance.We work with a general stochastic volatility model that makes realized variance...
Letter from the Editor This issue of The Journal of Risk contains papers that deal with (1) the conversion of bonds to equity as a result of a triggering event; (2) the effective hedging of mortgage...
Evaporation of liquidity on January 15 caught traders by surprise
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