1. Liquidity risk and arbitrage pricing theory

   • Umut Çetin
   • Robert A. Jarrow
   • Philip Protter

   OriginalPaper Pages: 311 - 341

2. Valuation of credit default swaps and swaptions

   • Farshid Jamshidian

   OriginalPaper Pages: 343 - 371

3. Lookback options and diffusion hitting times: A spectral expansion approach

   • Vadim Linetsky

   OriginalPaper Pages: 373 - 398

4. A valuation algorithm for indifference prices in incomplete markets

   • Marek Musiela
   • Thaleia Zariphopoulou

   OriginalPaper Pages: 399 - 414

5. The financial value of a weak information on a financial market

   • Fabrice Baudoin
   • Laurent Nguyen-Ngoc

   OriginalPaper Pages: 415 - 435

6. Additional utility of insiders with imperfect dynamical information

   • José M. Corcuera
   • Peter Imkeller
   • David Nualart

   OriginalPaper Pages: 437 - 450