1. Option pricing with stochastic volatility models

   • Stefano Herzel

   Pages: 75 - 99

2. Measuring the set of blocking coalitions in infinite dimensional economies

   • Maria Gabriella Graziano

   Pages: 101 - 120

3. A uniqueness theorem for convex-ranged probabilities

   • Massimo Marinacci

   Pages: 121 - 132

4. Linearity properties of a three-moments portfolio model

   • Flavio Pressacco
   • Patrizia Stucchi

   Pages: 133 - 150