1. Computations of Greeks in a market with jumps via the Malliavin calculus

   • Youssef El-Khatib
   • Nicolas Privault

   OriginalPaper Pages: 161 - 179

2. Asymptotic analysis for optimal investment and consumption with transaction costs

   • Karel Janeček
   • Steven E. Shreve

   OriginalPaper Pages: 181 - 206

3. A geometric approach to portfolio optimization in models with transaction costs

   • Yuri Kabanov
   • Claudia Klüppelberg

   OriginalPaper Pages: 207 - 227

4. An example of indifference prices under exponential preferences

   • Marek Musiela
   • Thaleia Zariphopoulou

   OriginalPaper Pages: 229 - 239

5. Multi-agent investment in incomplete markets

   • Jianming Xia

   OriginalPaper Pages: 241 - 259

6. Pricing derivatives of American and game type in incomplete markets

   • Jan Kallsen
   • Christoph Kühn

   OriginalPaper Pages: 261 - 284

7. Asymmetric information and imperfect competition in a continuous time multivariate security model

   • Guillaume Lasserre

   OriginalPaper Pages: 285 - 309