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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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Letter from the Editor-In-Chief
This is my first issue as official Editor-in-Chief of The Journal of Computational Finance. I would like to express my appreciation to Mark Broadie for the superb work he has done in building up the journal’s reputation since he took over from the founding editor Domingo Tavella in 2003. Mark has kindly agreed to continue as a member of the editorial board of the journal, and I continue to benefit from his sound advice.
Latest Issue
Volume 12 / Number 4
A multilevel approach to control variates
by Adam Speight
Life-cycle asset allocation and consumption using stochastic linear programming
by Alois Geyer, Michael Hanke, Alex Weissensteiner
American options in Lévy models with stochastic interest rates
by Svetlana Boyarchenko and Sergei Levendorskiǐ
Dynamic mean-variance portfolio analysis under model risk
by Daniel Kuhn, Panos Parpas, Berç Rustem and Raquel Fonseca
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