Journal of Computational Finance

Welcome to Volume 14, Issue 3 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Fast Greeks by algorithmic differentiation' by Luca Capriotti from Credit Suisse Group; ‘The uncertain volatility model: a Monte Carlo approach' by Julien Guyon and Pierre Henry-Labordère from Société Générale; ‘Pricing energy derivatives by linear programming: tolling agreement contracts' by Valeriy Ryabchenko and Stan Uryasev from the University of Florida; and ‘Pricing corporate bonds in an arbitrary jump-diffusion model based on an improved Brownian-bridge algorithm' by Johannes Ruf and Matthias Scherer from Columbia University.

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