Journal of Computational Finance

Welcome to Volume 7, Issue 1 of The Journal of Computational Finance. This issue is made up of 5 technical papers: ‘Efficient option pricing with transaction costs' by Michael Monoyios from Brunel University; ‘Cap and swaption approximations in LIBOR market models with jumps' by Paul Glasserman and Nicholas Merener from Columbia University; ‘Negative coefficients in two-factor option pricing models' by R. Zvan from Bear Stearns and P.A. Forsyth and K.R. Vetzal from Waterloo University; 'Fast and accurate valuation of American barrier options' by Farid AitSahlia from DemandTec, Lorens Imhof from RWTH Aachen, and Tze Leung Lai from Stanford University; and ‘Arbitrage-free estimation of the risk-neutral density from the implied volatility smile' by Bernhard Brunner from the University of Augsburg and Reinhold Hafner from Risklab Germany GmbH.

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