The Journal of Computational Finance, Volume 13 Number 3, Spring 2010. Guest editors: David Edelman and John J.H. Miller. This special issue, Numerical Methods for Finance, includes papers on penalty methods for continuous-time portfolio selection with proportional transaction costs, pricing and hedging gap risk, finite difference methods for American options under jump-diffusion models, and Latin hypercube sampling with dependence in finance.
 
Very good condition overall. The cover shows light shelf wear and minor edge/corner wear, while the interior remains clean and unmarked with a sound binding.

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