Journal of Computational Finance

Welcome to Volume 10, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Pricing credit default swaps under Lévy models' by Jessica Cariboni from the European Commission and Wim Schoutens from K.U.Leuven; ‘Optimal Fourier inversion in semi-analytical option pricing' by Roger Lord from Rabobank International and Christian Kahl from the Quantitative Analytics Group; ‘Using Monte Carlo simulation and importance sampling to rapidly obtain jump-diffusion prices of continuous barrier options' by Mark S. Joshi from the University of Melbourne and Terence S. Leung from the University College London; and ‘Robust numerical valuation of European and American options under the CGMY process' by Iris R. Wang, Justin W. L. Wan and Peter A. Forsyth from the University of Waterloo.

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