1. Portfolio optimisation with strictly positive transaction costs and impulse control

   • Ralf Korn

   Pages: 85 - 114

2. Perfect option hedging for a large trader

   • Rüdiger Frey

   Pages: 115 - 141

3. Asymptotic arbitrage in large financial markets

   • Y.M. Kabanov
   • D.O. Kramkov

   Pages: 143 - 172

4. Mean-variance hedging for continuous processes: New proofs and examples

   • Huyên Pham
   • Thorsten Rheinländer
   • Martin Schweizer

   Pages: 173 - 198

5. Volatility of the short rate in the rational lognormal model

   • Lisa R. Goldberg

   Pages: 199 - 211