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.

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