Journal of Computational Finance

Welcome to Volume 10, Issue 1 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Highly accurate evaluation of European and American options under the Variance Gamma process' by Ariel Almendral and Cornelis W. Oosterlee from the Delft University of Technology; ‘Wavelet-based bootstrap for pricing path-dependent European options' by Huaguang Feng, Aparna Gupta and Thomas R. Willemain from the Rensselaer Polytechnic Institute; ‘Credit migration and basket derivatives pricing with copulas' by Tony Berrada from the Institut de Banque et Finance and Debbie Dupuis, Eric Jacquier, Nicolas Papageorgiou and Bruno Rémillard from HEC Montréal; and ‘Saddlepoint approximation method for pricing CDOs' by Jingping Yang from Peking University and T.R. Hurd and Xuping Zhang from McMaster University.

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