1. Spectral calibration of exponential Lévy models

   • Denis Belomestny
   • Markus Reiß

   OriginalPaper 26 October 2006 Pages: 449 - 474

2. American Parisian options

   • Marc Chesney
   • Laurent Gauthier

   OriginalPaper 11 August 2006 Pages: 475 - 506

3. Generic market models

   • Raoul Pietersz
   • Marcel van Regenmortel

   OriginalPaper 04 November 2006 Pages: 507 - 528

4. Asymptotic behaviour of mean-quantile efficient portfolios

   • Gordana Dmitrašinović-Vidović
   • Antony Ware

   OriginalPaper 24 August 2006 Pages: 529 - 551

5. Optimal portfolio choice in the bond market

   • Nathanael Ringer
   • Michael Tehranchi

   OriginalPaper 09 September 2006 Pages: 553 - 573

6. A counter-example to an option pricing formula under transaction costs

   • Alet Roux
   • Tomasz Zastawniak

   OriginalPaper 11 August 2006 Pages: 575 - 578

7. A super-replication theorem in Kabanov’s model of transaction costs

   • Luciano Campi
   • Walter Schachermayer

   OriginalPaper 04 November 2006 Pages: 579 - 596