Journal of Computational Finance

Welcome to Volume 7, Issue 2 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Calibration and implementation of convertible bond models' by Leif Andersen and Dan Buffum from the Bank of America Securities LLC; ‘Pricing American options under variance gamma' by Ali Hirsa from Morgan Stanley and Dilip Madan from the University of Maryland; ‘Robbins-Monro algorithms and variance reduction in finance' by Bouhari Arouna from the Ecole Nationale des Ponts et Chaussées; and ‘Valuing path-dependent options in the variance-gamma model by Monte Carlo with a gamma bridge' by Claudia Ribeiro from Warwick Buisness School and Nick Webber from Cass Business School.

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