The papers listed below have been accepted for publication in future issues of The Journal of Computational Finance. Please note that this is a preliminary publication list and may be subject to change.

Last updated: February 10th 2010

Title: Numerical techniques for the valuation of basket options and its Greeks
Authors: Corinna Hager, Stefan Hüeber and Barbara I. Wohlmuth

Title: Unbiased Monte Carlo valuation of lookback, swing and barrier options under variance gamma models
Author: Martin Becker

Title: Calibrating volatility function bounds for an uncertain volatility model
Authors: Thomas F. Coleman, Changhong He and Yuying Li

Title: Pricing and hedging American-style options: a simple simulation-based approach
Authors: Yang Wang and Russel Caflisch

Title: Correlation matrix with block structure and efficient sampling methods
Authors: Jinggang Huang and Liming Yang

Title: The singular points binomial method for pricing American path-dependent options
Authors: Marcellino Gaudenzi, Antonino Zanette and Maria Antonietta Lepellere

Title: A behavioral finance based tick-by-tick model for price and volume
Authors: Garud Iyengar and Alfred Ka Chun Ma

Title: Portfolio selection with marginal risk control
Author: Duan Li

Title: Potential Future Exposure Calculations of Multi-Asset Exotic Products using the Stochastic Mesh Method
Author: Leslie Ng

Title: Generalized Control Variate Methods for Pricing Asian Options
Authors: Chuan-Hsiang Han and Yongzeng Lai

Title: Fast Valuation and Calibration of Credit Default Swaps under Lévy Dynamics
Authors: Fang Fang, Henrik Jönsson, Cornelis W. Oosterlee and Wim Schoutens

Title: Estimating Greeks in Simulating Lévy-Driven Models
Authors: Paul Glasserman and Zongjian Liu

Title: Uncertain Volatility Model: A Monte-Carlo Approach
Authors: Julien Guyon and Pierre Henry-Labordère

Title: Fast Greeks by Algorithmic Differentiation
Author: Luca Capriotti