1. Optimal trading of a security when there are taxes and transaction costs

   • Abel Cadenillas
   • Stanley R. Pliska

   Pages: 137 - 165

2. A generalization of the mutual fund theorem

   • Ajay Khanna
   • Martin Kulldorff

   Pages: 167 - 185

3. Exploding hedging errors for digital options

   • Christoph Gallus

   Pages: 187 - 201

4. Complete markets with discontinuous security price

   • Michael Dritschel
   • Philip Protter

   Pages: 203 - 214

5. A short term interest rate model

   • Eckhard Platen

   Pages: 215 - 225

6. Optimal stopping for a diffusion with jumps

   • Ernesto Mordecki

   Pages: 227 - 236

7. Hedging and liquidation under transaction costs in currency markets

   • Y.M. Kabanov

   Pages: 237 - 248