1. On the smoothness of optimal paths

   • Joël Blot
   • Bertrand Crettez

   OriginalPaper Pages: 1 - 34

2. A two-step simulation procedure to analyze the exercise features of American options

   • Antonella Basso
   • Martina Nardon
   • Paolo Pianca

   OriginalPaper Pages: 35 - 56

3. Arbitrage and completeness in financial markets with given N-dimensional distributions

   • Luciano Campi

   OriginalPaper Pages: 57 - 80

4. Notes and Comments: On the uniqueness of convex-ranged probabilities

   • Massimiliano Amarante

   OriginalPaper Pages: 81 - 85