1. Optimal portfolio selection with consumption and nonlinear integro-differential equations with gradient constraint: A viscosity solution approach

   • Fred Espen Benth
   • Kenneth Hvistendahl Karlsen
   • Kristin Reikvam

   Original Paper Pages: 275 - 303

2. Arbitrage and investment opportunities

   • Elyès Jouini
   • Clotilde Napp

   Original Paper Pages: 305 - 325

3. The numeraire portfolio for unbounded semimartingales

   • Dirk Becherer

   Original Paper Pages: 327 - 341

4. Fractional Brownian motion, random walks and binary market models

   • Tommi Sottinen

   Original Paper Pages: 343 - 355

5. Discrete time hedging errors for options with irregular payoffs

   • Emmanuel Gobet
   • Emmanuel Temam

   Original Paper Pages: 357 - 367

6. A deterministic–shift extension of analytically–tractable and time–homogeneous short–rate models

   • Damiano Brigo
   • Fabio Mercurio

   Original Paper Pages: 369 - 387

7. A general characterization of one factor affine term structure models

   • Damir Filipović

   Original Paper Pages: 389 - 412

8. A note on calculating the optimal risky portfolio

   • Reha H. Tütüncü

   Original Paper Pages: 413 - 417