| 453 | -- | 475 | Peter Carr, Hélyette Geman, Dilip B. Madan, Marc Yor. Pricing options on realized variance |
| 477 | -- | 492 | Alexander M. G. Cox, David Hobson. Local martingales, bubbles and option prices |
| 493 | -- | 517 | Sara Biagini, Marco Frittelli. Utility maximization in incomplete markets for unbounded processes |
| 519 | -- | 537 | Ragnar Norberg. Anomalous PDEs in Markov chains: Domains of validity and numerical solutions |
| 539 | -- | 561 | Kai Detlefsen, Giacomo Scandolo. Conditional and dynamic convex risk measures |
| 563 | -- | 575 | Fred E. Benth, Thilo Meyer-Brandis. The density process of the minimal entropy martingale measure in a stochastic volatility model with jumps |
| 577 | -- | 584 | Lutz Schloegl, Dominic O'Kane. A note on the large homogeneous portfolio approximation with the Student-t copula |
| 585 | -- | 595 | Aytaç Ílhan, Mattias Jonsson, Ronnie Sircar. Optimal investment with derivative securities |
| 597 | -- | 608 | Volker Krätschmer. Robust representation of convex risk measures by probability measures |