1. Pricing options on realized variance

   • Peter Carr
   • Hélyette Geman
   • Marc Yor

   OriginalPaper Pages: 453 - 475

2. Local martingales, bubbles and option prices

   • Alexander M. G. Cox
   • David G. Hobson

   OriginalPaper Pages: 477 - 492

3. Utility maximization in incomplete markets for unbounded processes

   • Sara Biagini
   • Marco Frittelli

   OriginalPaper Pages: 493 - 517

4. Anomalous PDEs in Markov chains: Domains of validity and numerical solutions

   • Ragnar Norberg

   OriginalPaper Pages: 519 - 537

5. Conditional and dynamic convex risk measures

   • Kai Detlefsen
   • Giacomo Scandolo

   OriginalPaper Pages: 539 - 561

6. The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps

   • Fred Espen Benth
   • Thilo Meyer-Brandis

   OriginalPaper Pages: 563 - 575

7. A note on the large homogeneous portfolio approximation with the Student-t copula

   • Lutz Schloegl
   • Dominic O’Kane

   OriginalPaper Pages: 577 - 584

8. Optimal investment with derivative securities

   • Aytaç Ílhan
   • Mattias Jonsson
   • Ronnie Sircar

   OriginalPaper Pages: 585 - 595

9. Robust representation of convex risk measures by probability measures

   • Volker Krätschmer

   OriginalPaper Pages: 597 - 608