Journal of Computational Finance
ISSN:
1460-1559 (print)
1755-2850 (online)
Editor-in-chief: Christoph Reisinger
Volume 13, Number 3 (March 2010)
Editor's Letter
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.
