Journal of Computational Finance

Welcome to Volume 11, Issue 1 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Histogram models for robust portfolio optimization' by Daniel Bienstock from Columbia University; ‘Higher-order saddlepoint approximations in the Vasicek portfolio credit loss model' by Xinzheng Huang, Cornelis W. Oosterlee and Hans van der Weide from Delft University of Technology and Group Risk Management; ‘Adaptive control variates for pricing multi-dimensional American options' by Samuel M. T. Ehrlichman and Shane G. Henderson from Cornell University; and ‘An almost exact simulation method for the Heston model' by Robert D. Smith from Banco Santander.

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