Journal of Computational Finance

Welcome to Volume 14, Issue 1 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Portfolio selection with marginal risk control' by Shushang Zhu and Xiaoling Sun from Fudan University, and Duan Li from the Chinese University of Hong Kong; ‘The singular points binomial method for pricing American path-dependent options' by Marcellino Gaudenzi, Antonio Zanette and Maria Antoinetta Lepellere from Università di Udine; ‘A behavioral finance-based tick-by-tick model for price and volume' by Garud Iyengar from Columbia University and Alfred K Chun Ma from the Chinese University of Hong Kong; and ‘Correlation matrix with block structure and efficient sampling methods' by Jinggang Huag and Zongjian Liu from Standard & Poor's.

You need to sign in to use this feature. If you don’t have a account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an individual account here