Journal of Computational Finance
Collection
Collection
- ISSN: 1460-1559
Published by Risk Publications
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Efficient estimation of sensitivities for counterparty credit risk with the finite difference Monte Carlo method Article
Journal of Computational Finance, 21(1), 1-31.C.S.L. de Graaf (Kees), B.D. Kandhai and P.M.A. Sloot (Peter)
January 2017 -
From arbitrage to arbitrage-free implied volatilities Article
Journal of Computational Finance, 20(3), 31-49.February 2017 -
Dilated convolutional neural networks for time series forecasting Article
Journal of Computational Finance, 22(4), 73-101.A.I. Borovykh (Anastasia), S.M. Bohte (Sander) and C.W. Oosterlee (Kees)
February 2019 -
Numerical techniques for the Heston collocated volatility model Article
Journal of Computational Finance, 24(3), 59-110.December 2020