1. Robust utility maximization for complete and incomplete market models

   • Anne Gundel

   OriginalPaper Pages: 151 - 176

2. Satisfying convex risk limits by trading

   • Kasper Larsen
   • Traian A. Pirvu
   • Reha Tütüncü

   OriginalPaper Pages: 177 - 195

3. A note on Wick products and the fractional Black-Scholes model

   • Tomas Björk
   • Henrik Hult

   OriginalPaper Pages: 197 - 209

4. A simple model for credit migration and spread curves

   • Li Chen
   • Damir Filipović

   OriginalPaper Pages: 211 - 231

5. On the pricing of forward starting options in Heston’s model on stochastic volatility

   • Susanne Kruse
   • Ulrich Nögel

   OriginalPaper Pages: 233 - 250

6. The Russian option: Finite horizon

   • Goran Peskir

   OriginalPaper Pages: 251 - 267

7. Inf-convolution of risk measures and optimal risk transfer

   • Pauline Barrieu
   • Nicole El Karoui

   OriginalPaper Pages: 269 - 298