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Welcome to www.thejournalofcomputationalfinance.com
Welcome to The Journal of Computational Finance website. The journal has now enjoyed nearly 15 successful years as a leader in the market and continues to build upon this solid foundation.

Through the website, www.Journalofcomputationalfinance.com, you can access the full Journal of Computational Finance archive - you can view the full comprehensive title and author list.

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An annual subscription to The Journal of Computational Finance includes 4 hard-copy issues and unlimited on-line access to our full archive library of research papers.

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Latest Issue
Volume 15 / Number 2
A simple discretization scheme for nonnegative diffusion processes with applications to option pricing.
by Chantal Labbé, Bruno Rémillard and Jean-François Renaud
Pricing convertible bonds with call protection.
by Stéphane Crépey and Abdallah Rahal
Minimal partial proxy simulation schemes for generic and robust Monte Carlo Greeks.
by Jiun Hong Chan and Mark Joshi
Pricing barrier and average options in a stochastic volatility environment.
by Kenichiro Shiraya, Akihiko Takahashi and Masashi Toda
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