Journal of Computational Finance

Welcome to Volume 13, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Numerical techniques for the valuation of basket options and their Greeks' by Corinna Hager and Stefan Hüeber from Universität Stuttgart and Barbara I. Wohlmuth from the Technische Universität München; ‘Unbiased Monte Carlo valuation of lookback, swing and barrier options with continuous monitoring under variance gamma models' by Martin Becker from Saarland University; ‘Calibrating volatility function bounds for an uncertain volatility model' by Thomas F. Coleman and Yuying Li from the University of Waterloo and Changhong He from JP Morgan Securities Inc.; and ‘Pricing and hedging American-style options: a simple simulation-based approach' by Yang Wang and Russell Caflisch from UCLA.

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