1. Arbitrage, linear programming and martingales¶in securities markets with bid-ask spreads

   • Fulvio Ortu

   OriginalPaper 01 November 2001 Pages: 79 - 105

2. Efficient Monte Carlo pricing of European options¶using mean value control variates

   • P. Pellizzari

   OriginalPaper 01 November 2001 Pages: 107 - 126

3. Option pricing by large risk aversion utility¶under transaction costs

   • B. Bouchard
   • Yu. M. Kabanov
   • N. Touzi

   OriginalPaper 01 November 2001 Pages: 127 - 136

4. The rational expectation dynamics of a model for the term structure and monetary policy

   • Luisa Malaguti
   • Costanza Torricelli

   OriginalPaper 01 November 2001 Pages: 137 - 152

5. An algorithm for winning coalitions in indirect control of corporations

   • Nando Prati
   • Enrico Denti

   OriginalPaper 01 November 2001 Pages: 153 - 158