1. Robust hedging of the lookback option

   • David G. Hobson

   Pages: 329 - 347

2. Path dependent options on yields in the affine term structure model

   • Boris Leblanc
   • Olivier Scaillet

   Pages: 349 - 367

3. Option pricing with transaction costs and a nonlinear Black-Scholes equation

   • Guy Barles
   • Halil Mete Soner

   Pages: 369 - 397

4. Lévy processes in finance: a remedy to the non-stationarity of continuous martingales

   • Boris Leblanc
   • Marc Yor

   Pages: 399 - 408

5. Optimization of consumption with labor income

   • Nicole El Karoui
   • Monique Jeanblanc-Picqué

   Pages: 409 - 440