| 277 | -- | 298 | Fred E. Benth, Kenneth H. Karlsen, Kristin Reikvam. A semilinear Black and Scholes partial differential equation for valuing American options |
| 299 | -- | 321 | Christian Hipp, Michael Plum. Optimal investment for investors with state dependent income, and for insurers |
| 323 | -- | 335 | Hideyuki Takamizawa, Isao Shoji. Modeling the term structure of interest rates with general short-rate models |
| 337 | -- | 361 | John B. Walsh. The rate of convergence of the binomial tree scheme |
| 363 | -- | 384 | Holger Dette, Carsten von Lieres und Wilkau. On a test for a parametric form of volatility in continuous time financial models |
| 385 | -- | 402 | Michael Mania, Marina Santacroce, Revaz Tevzadze. A semimartingale BSDE related to the minimal entropy martingale measure |
| 403 | -- | 411 | Yuri Kabanov, Miklós Rásonyi, Christophe Stricker. 0 and the robust no-arbitrage property |
| 413 | -- | 415 | Anja Göing-Jaeschke, Marc Yor. A clarification note about hitting times densities for Ornstein-Uhlenbeck processes |