1. Local volatility dynamic models

   • René Carmona
   • Sergey Nadtochiy

   OriginalPaper 30 October 2008 Pages: 1 - 48

2. In which financial markets do mutual fund theorems hold true?

   • Walter Schachermayer
   • Mihai Sîrbu
   • Erik Taflin

   OriginalPaper 17 September 2008 Pages: 49 - 77

3. Background filtrations and canonical loss processes for top-down models of portfolio credit risk

   • Philippe Ehlers
   • Philipp J. Schönbucher

   OriginalPaper 18 November 2008 Pages: 79 - 103

4. Hedging of American options under transaction costs

   • D. De Vallière
   • E. Denis
   • Y. Kabanov

   OriginalPaper 24 September 2008 Pages: 105 - 119

5. Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem

   • Marie-Amélie Morlais

   OriginalPaper 06 November 2008 Pages: 121 - 150