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Welcome to www.thejournalofcomputationalfinance.com
Welcome to The Journal of Computational Finance website. The Journal has now enjoyed 10 successful years as a leader in the market and continues to build upon this solid foundation.

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Latest Issue
Volume 13 / Number 4
Numerical techniques for the valuation of basket options and their Greeks
by Corinna Hager, Stefan Hüeber and Barbara I. Wohlmuth
Unbiased Monte Carlo valuation of lookback, swing and barrier options with continuous monitoring under variance gamma models
by Martin Becker
Calibrating volatility function bounds for an uncertain volatility model
by Thomas F. Coleman, Changhong He and Yuying Li
Pricing and hedging American-style options: a simple simulation-based approach
by Yang Wang and Russel Caflisch
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