Journal of Computational Finance

Welcome to Volume 8, Issue 4 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Recovering volatility from option prices by evolutionary optimization' by Sana Ben Hamida from Ecole Supérieure de Technologie et Informatique and Rama Cont from CNRS-Ecole Polytechnique; ‘Risk-management methods for the LIBOR market model using semidefinite programming' by Alexandre d'Aspremont from Princeton University; ‘American options and the LSM algorithm: quasi-random sequences and Brownian bridges' by Suneal K. Chaudhary from the University of Utah; and ‘Sparse wavelet methods for option pricing under stochastic volatility' by Norbert Hilber, Ana-Maria Matache and Christoph from ETH-Zentrum.

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