1. Options on a traded account: Vacation calls, vacation puts and passport options

   • Steven E. Shreve
   • Jan Večeř

   Original Paper Pages: 255 - 274

2. Introduction to a theory of value coherent with the no-arbitrage principle

   • Marco Frittelli

   Original Paper Pages: 275 - 297

3. Optimal risk control and dividend distribution policies. Example of excess-of loss reinsurance for an insurance corporation

   • Søren Asmussen
   • Bjarne Højgaard
   • Michael Taksar

   Original Paper Pages: 299 - 324

4. Robustness of the Black-Scholes approach in the case of options on several assets

   • Silvia Romagnoli
   • Tiziano Vargiolu

   Original Paper Pages: 325 - 341

5. Modelling of stock price changes: A real analysis approach

   • Rimas Norvaiša

   Original Paper Pages: 343 - 369