1. Additive and multiplicative duals for American option pricing

   • Nan Chen
   • Paul Glasserman

   OriginalPaper 10 January 2007 Pages: 153 - 179

2. Negative Libor rates in the swap market model

   • Mark H. A. Davis
   • Vicente Mataix-Pastor

   OriginalPaper 13 January 2007 Pages: 181 - 193

3. Information reduction via level crossings in a credit risk model

   • Robert A. Jarrow
   • Philip Protter
   • A. Deniz Sezer

   OriginalPaper 18 January 2007 Pages: 195 - 212

4. Correspondence between lifetime minimum wealth and utility of consumption

   • Erhan Bayraktar
   • Virginia R. Young

   OriginalPaper 09 February 2007 Pages: 213 - 236

5. No-arbitrage criteria for financial markets with transaction costs and incomplete information

   • Dimitri De Vallière
   • Yuri Kabanov
   • Christophe Stricker

   OriginalPaper 19 January 2007 Pages: 237 - 251

6. The supermartingale property of the optimal wealth process for general semimartingales

   • Sara Biagini
   • Marco Frittelli

   OriginalPaper 24 November 2006 Pages: 253 - 266

7. Optimal risk sharing with non-monotone monetary functionals

   • Beatrice Acciaio

   OriginalPaper 08 February 2007 Pages: 267 - 289

8. Dilatation monotone risk measures are law invariant

   • Alexander S. Cherny
   • Pavel G. Grigoriev

   OriginalPaper 08 February 2007 Pages: 291 - 298