1. The interpolation of options

   • Per Aslak Mykland

   Original Paper Pages: 417 - 432

2. A super-martingale property of the optimal portfolio process

   • Walter Schachermayer

   Original Paper Pages: 433 - 456

3. Optimal dividend payouts for diffusions with solvency constraints

   • Jostein Paulsen

   Original Paper Pages: 457 - 473

4. Robust control and recursive utility

   • Costis Skiadas

   Original Paper Pages: 475 - 489

5. Convergence of the equilibrium prices in a family of financial models

   • Elyès Jouini

   Original Paper Pages: 491 - 507

6. The minimal entropy martingale measures for geometric Lévy processes

   • Tsukasa Fujiwara
   • Yoshio Miyahara

   Original Paper Pages: 509 - 531

7. Arbitrage in fractional Brownian motion models

   • Patrick Cheridito

   Original Paper Pages: 533 - 553