1. A semilinear Black and Scholes partial differential equation for valuing American options

   • Fred E. Benth
   • Kenneth H. Karlsen
   • Kristin Reikvam

   Original Paper Pages: 277 - 298

2. Optimal investment for investors with state dependent income, and for insurers

   • Christian Hipp
   • Michael Plum

   Original Paper Pages: 299 - 321

3. Modeling the term structure of interest rates with general short-rate models

   • Hideyuki Takamizawa
   • Isao Shoji

   Original Paper Pages: 323 - 335

4. The rate of convergence of the binomial tree scheme

   • John B. Walsh

   Original Paper Pages: 337 - 361

5. On a test for a parametric form of volatility in continuous time financial models

   • Holger Dette
   • Carsten von Lieres und Wilkau

   Original Paper Pages: 363 - 384

6. A semimartingale BSDE related to the minimal entropy martingale measure

   • Michael Mania
   • Marina Santacroce
   • Revaz Tevzadze

   Original Paper Pages: 385 - 402

7. On the closedness of sums of convex cones in \(L^0\) and the robust no-arbitrage property

   • Yuri Kabanov
   • Miklós Rásonyi
   • Christophe Stricker

   Original Paper Pages: 403 - 411

8. A clarification note about hitting times densities for Ornstein-Uhlenbeck processes

   • Anja Göing-Jaeschke
   • Marc Yor

   Original Paper Pages: 413 - 415