1. Bubbles and crashes in a Black–Scholes model with delay

   • John A. D. Appleby
   • Markus Riedle
   • Catherine Swords

   OriginalPaper 12 April 2012 Pages: 1 - 30

2. Generalized stochastic target problems for pricing and partial hedging under loss constraints—application in optimal book liquidation

   • Bruno Bouchard
   • Ngoc-Minh Dang

   OriginalPaper 26 September 2012 Pages: 31 - 72

3. Optimal dividend policies with transaction costs for a class of jump-diffusion processes

   • Martin Hunting
   • Jostein Paulsen

   OriginalPaper 17 May 2012 Pages: 73 - 106

   

4. Asymptotic and exact pricing of options on variance

   • Martin Keller-Ressel
   • Johannes Muhle-Karbe

   OriginalPaper 22 March 2012 Pages: 107 - 133

   

5. The optimal-drift model: an accelerated binomial scheme

   • Ralf Korn
   • Stefanie Müller

   OriginalPaper 04 April 2012 Pages: 135 - 160

   

6. Consumption-portfolio optimization with recursive utility in incomplete markets

   • Holger Kraft
   • Frank Thomas Seifried
   • Mogens Steffensen

   OriginalPaper 28 April 2012 Pages: 161 - 196

   

7. Optimal hedging of demographic risk in life insurance

   • Ragnar Norberg

   OriginalPaper 20 April 2012 Pages: 197 - 222

   

8. Correction note for ‘The large-maturity smile for the Heston model’

   • Carole Bernard
   • Zhenyu Cui
   • Aleksandar Mijatović

   OriginalPaper 30 August 2012 Pages: 223 - 224

9. Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates

   • Xi Chen
   • Robert V. Kohn

   Erratum 10 July 2012 Pages: 225 - 226