Journal of Computational Finance

Welcome to Volume 9, Issue 1 of The Journal of Computational Finance. This issue is made up of 4 technical papers: ‘Extended LIBOR market models with stochastic volatility' by Leif Andersen from Banc of America Securities and Rupert Brotherton-Ratcliffe from AIG Financial Products; ‘Evaluation of compound options using perturbation approximation' by Jean-Pierre Fouque from North Carolina State University and Hsiang-Chaun Han from the National Tsing-Hua University; ‘Fast solutions of complementarity formulations in American put pricing' by Artan Borici from the University of Tirana and Jakob-Hans Lüthi from ETH Zurich; and ‘Control variates for Monte Carlo valuation of American options' by Nicki Søndergaa Rasmussen from Danske Bank.

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