Journal of Computational Finance

Welcome to Volume 15, Issue 1 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Robust optimization of currency portfolios' by Raquel C. Fonseca, Steve Zymler and Berç Rustem from Imperial College of Science; ‘An empirical comparative analysis of foreign exchange smile calibration procedures' by Dimitri from the Frankfurt School of Finance and Management; ‘Pricing timer options' by Carole and Zhenyu from the University of Waterloo; and ‘Strange facts about the marginal distributions of processes based on the Ornstein-Uhlenbeck process' by Ray Brownrigg and Estate Khmaladze from the Victoria University of Wellington.

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