1. The numéraire portfolio in semimartingale financial models

   • Ioannis Karatzas
   • Constantinos Kardaras

   OriginalPaper 08 August 2007 Pages: 447 - 493

2. Efficient estimation of drift parameters in stochastic volatility models

   • Arnaud Gloter

   OriginalPaper 08 August 2007 Pages: 495 - 519

3. Stochastic flow approach to Dupire’s formula

   • B. Jourdain

   OriginalPaper 11 May 2007 Pages: 521 - 535

4. Pricing and hedging European options with discrete-time coherent risk

   • Alexander S. Cherny

   OriginalPaper 08 August 2007 Pages: 537 - 569

5. On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility

   • Elisa Alòs
   • Jorge A. León
   • Josep Vives

   OriginalPaper 08 August 2007 Pages: 571 - 589

6. Insider trading in an equilibrium model with default: a passage from reduced-form to structural modelling

   • Luciano Campi
   • Umut Çetin

   OriginalPaper 03 May 2007 Pages: 591 - 602

7. Call for papers for a special issue of Finance and Stochastics on “Computational Methods in Finance”

   Announcement 08 August 2007 Pages: 603 - 603