| 1 | -- | 30 | John A. D. Appleby, Markus Riedle, Catherine Swords. Bubbles and crashes in a Black-Scholes model with delay |
| 31 | -- | 72 | Bruno Bouchard, Ngoc Minh Dang. Generalized stochastic target problems for pricing and partial hedging under loss constraints - application in optimal book liquidation |
| 73 | -- | 106 | Martin Hunting, Jostein Paulsen. Optimal dividend policies with transaction costs for a class of jump-diffusion processes |
| 107 | -- | 133 | Martin Keller-Ressel, Johannes Muhle-Karbe. Asymptotic and exact pricing of options on variance |
| 135 | -- | 160 | Ralf Korn, Stefanie Müller. The optimal-drift model: an accelerated binomial scheme |
| 161 | -- | 196 | Holger Kraft, Frank Thomas Seifried, Mogens Steffensen. Consumption-portfolio optimization with recursive utility in incomplete markets |
| 197 | -- | 222 | Ragnar Norberg. Optimal hedging of demographic risk in life insurance |
| 223 | -- | 224 | Carole Bernard, Zhenyu Cui, Martin Forde, Antoine Jacquier, Don McLeish, Aleksandar Mijatovic. Correction note for 'The large-maturity smile for the Heston model' |
| 225 | -- | 226 | Xi Chen, Robert V. Kohn. Erratum to: Asset price bubbles from heterogeneous beliefs about mean reversion rates |