Journal of Computational Finance

Welcome to Volume 13, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Penalty methods for continuous-time portfolio selection with proportional transaction costs' by Dai Min and Zhong Yifei from the National University of Singapore; ‘Pricing and hedging gap risk' by Peter Tankov from Ecole Polytechnique; ‘A high-order front-tracking finite difference method for pricing American options under jump-diffusion models' by Jari Toivanen from Stanford University; and ‘Latin hypercube sampling with dependence and applications in finance' by Natalie Packman and Wolfgang M. Schmidt from the Frankfurt School of Finance and Management.

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