1. Minimal Entropy Martingale Measures of Jump Type Price Processes in Incomplete Assets Markets

   • Yoshio Miyahara

   OriginalPaper Pages: 97 - 113

2. An Asymptotic Expansion Approach to Pricing Financial Contingent Claims

   • Akihiko Takahashi

   OriginalPaper Pages: 115 - 151

3. Hedging American Options in Merton's Model: A Locally Risk Minimizing Approach

   • Giovanni Becchere
   • Sabrina Mulinacci

   OriginalPaper Pages: 153 - 170

4. Exotic Passport Options

   • Antony Penaud
   • Paul Wilmott
   • Hyungsok Ahn

   OriginalPaper Pages: 171 - 182

5. Evaluation of the Asian Option by the Dual Martingale Measure

   • Hiroshi Shirakawa

   OriginalPaper Pages: 183 - 194

6. On a Robustness of Quantile Hedging: Complete Market's Case

   • Jun Sekine

   OriginalPaper Pages: 195 - 201

7. Announcement

   OriginalPaper Pages: 203 - 203