1. Hedging American contingent claims with constrained portfolios

   • Ioannis Karatzas
   • S. G. Kou

   Pages: 215 - 258

2. Local martingales and the fundamental asset pricing theorems in the discrete-time case

   • J. Jacod
   • A.N. Shiryaev

   Pages: 259 - 273

3. Implied interest rate pricing models

   • P.J. Hunt
   • J.E. Kennedy

   Pages: 275 - 293

4. Optimal time to invest when the price processes are geometric Brownian motions

   • Yaozhong Hu
   • Bernt Øksendal

   Pages: 295 - 310

5. Functional convergence of Snell envelopes: Applications to American options approximations

   • Sabrina Mulinacci
   • Maurizio Pratelli

   Pages: 311 - 327