| 317 | -- | 341 | Umut Çetin, H. Mete Soner, Nizar Touzi. Option hedging for small investors under liquidity costs |
| 343 | -- | 374 | Peter Diesinger, Holger Kraft, Frank Seifried. Asset allocation and liquidity breakdowns: what if your broker does not answer the phone? |
| 375 | -- | 395 | Alexander S. Cherny, Raphael Douady, Stanislav Molchanov. On measuring nonlinear risk with scarce observations |
| 397 | -- | 418 | Georg Pflug, Nancy Wozabal. Asymptotic distribution of law-invariant risk functionals |
| 419 | -- | 448 | Michael Mania, Marina Santacroce. Exponential utility maximization under partial information |
| 449 | -- | 472 | Freddy Delbaen, Shige Peng, Emanuela Rosazza Gianin. Representation of the penalty term of dynamic concave utilities |
| 473 | -- | 494 | Angelos Dassios, Shanle Wu. Perturbed Brownian motion and its application to Parisian option pricing |