1. Editorial

   • A.N. Shiryaev
   • S.E. Shreve
   • D. Sondermann

   Original Paper Pages: 1 - 2

2. Bachelier and his times: A conversation with Bernard Bru

   • Murad S. Taqqu

   Original Paper Pages: 3 - 32

3. Optimal investment in derivative securities

   • Peter Carr
   • Xing Jin
   • Dilip B. Madan

   Original Paper Pages: 33 - 59

4. A solution approach to valuation with unhedgeable risks

   • Thaleia Zariphopoulou

   Original Paper Pages: 61 - 82

5. Semimartingale representation of fractional Riesz-Bessel motion

   • V.V. Anh
   • C.N. Nguyen

   Original Paper Pages: 83 - 101

6. Apparent scaling

   • Ole E. Barndorff-Nielsen
   • Karsten Prause

   Original Paper Pages: 103 - 113

7. A class of risk neutral densities with heavy tails

   • Niels Væver Hartvig
   • Jens Ledet Jensen
   • Jan Pedersen

   Original Paper Pages: 115 - 128