Welcome to Volume 14, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Fast simplified approaches to Asian option pricing' by D. Y. Tangman and A. A. I. Peer from the University of Mauritius; ‘Efficient pricing of constant maturity swap spread options in a stochastic volatility LIBOR market model' by Rüdiger Kiesel from Universität Duisburg-Essen and Matthias Lutz from Ulm University; ‘Adaptive and high-order methods for valuing American options' by Christina C. Christara and Duy-Minh Dang from the University of Toronto; and ‘Fast and accurate Greeks for the LIBOR market models' by Nick Denson and Mark Joshi from the University of Melbourne.
Efficient Pricing of constant maturity swap spread options in a stochastic volatility LIBOR market model