1. Stock market prices and long-range dependence

   • Walter Willinger
   • Murad S. Taqqu
   • Vadim Teverovsky

   Pages: 1 - 13

2. Turnpike behavior of long-term investments

   • Chi-fu Huang
   • Thaleia Zariphopoulou

   Pages: 15 - 34

3. A closed-form solution to the problem of super-replication under transaction costs

   • Jakša Cvitanić
   • Huyên Pham
   • Nizar Touzi

   Pages: 35 - 54

4. Connecting discrete and continuous path-dependent options

   • Mark Broadie
   • Paul Glasserman
   • S.G. Kou

   Pages: 55 - 82

5. Dynamic programming and mean-variance hedging

   • Jean Paul Laurent
   • Huyên Pham

   Pages: 83 - 110

6. Hedging contingent claims on semimartingales

   • Robert Jarrow
   • Dilip B. Madan

   Pages: 111 - 134