Journal of Computational Finance

Welcome to Volume 4, Issue 1 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘A PDE method for computing moments' by Thomas Little and Vijay Pant from PricewaterhouseCoopers, New York; ‘A mathematical programming with equilibrium constraints approach to the implied volatility surface of American options' by Jacqueline Huang and Jong-Shi from The Johns Hopkins University; ‘Numerical inversion of Laplace transforms; a survey of techniques with applications to derivative pricing' by Mark Craddock, David Heath and Edward Platen from the University of Sydney; and ‘A Bayesian approach for constructing implied volatility surfaces through neural networks' by M. Avellaneda from the Courant Institute of Mathematical Science, A. Carelli from Banca Intesa and F. Stella from the Università degli Studi di Milano.

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