1. An exact analytical solution for discrete barrier options

   • Gianluca Fusai
   • I. David Abrahams
   • Carlo Sgarra

   OriginalPaper Pages: 1 - 26

2. Iterative construction of the optimal Bermudan stopping time

   • Anastasia Kolodko
   • John Schoenmakers

   OriginalPaper Pages: 27 - 49

3. Generalized deviations in risk analysis

   • R. Tyrrell Rockafellar
   • Stan Uryasev
   • Michael Zabarankin

   OriginalPaper Pages: 51 - 74

4. Utility maximization and risk minimization in life and pension insurance

   • Peter Holm Nielsen

   OriginalPaper Pages: 75 - 97

5. Financial equilibria in the semimartingale setting: Complete markets and markets with withdrawal constraints

   • Gordan Žitković

   OriginalPaper Pages: 99 - 119

6. Optimal portfolio of low liquid assets with a log-utility function

   • Koichi Matsumoto

   OriginalPaper Pages: 121 - 145

7. Utility maximization under increasing risk aversion in one-period models

   • Patrick Cheridito
   • Christopher Summer

   OriginalPaper Pages: 147 - 158