1. Efficient hedging: Cost versus shortfall risk

   • Hans Föllmer
   • Peter Leukert

   Pages: 117 - 146

2. Option pricing impact of alternative continuous-time dynamics for discretely-observed stock prices

   • Damiano Brigo
   • Fabio Mercurio

   Pages: 147 - 159

3. Superreplication in stochastic volatility models and optimal stopping

   • Rüdiger Frey

   Pages: 161 - 187

4. Discrete time option pricing with flexible volatility estimation

   • Wolfgang Härdle
   • Christian M. Hafner

   Pages: 189 - 207

5. Incompleteness of markets driven by a mixed diffusion

   • N. Bellamy
   • M. Jeanblanc

   Pages: 209 - 222

6. Irreversible investment problems

   • Anders Øksendal

   Pages: 223 - 250