| 321 | -- | 323 | Bozenna Pasik-Duncan, Robert Elliott, Mark Davis. Guest Editorial Special Issue on Stochastic Control Methods in Financial Engineering |
| 324 | -- | 325 | . Scanning the Issue |
| 326 | -- | 337 | Floyd B. Hanson, John J. Westman. Optimal portfolio and consumption policies subject to Rishel's important jump events model: computational methods |
| 338 | -- | 348 | Yong Zeng. Estimating stochastic volatility via filtering for the micromovement of asset prices |
| 349 | -- | 360 | Gang George Yin, Xun Yu Zhou. Markowitz's mean-variance portfolio selection with regime switching: from discrete-time models to their continuous-time limits |
| 361 | -- | 373 | Tomasz R. Bielecki, Marek Rutkowski. Modeling of the defaultable term structure: conditionally Markov approach |
| 374 | -- | 385 | Tze Leung Lai, Samuel Po-Shing Wong. Valuation of American options via basis functions |
| 386 | -- | 395 | Paolo Dai Pra, Wolfgang J. Runggaldier, Marco Tolotti. Pathwise optimality for benchmark tracking |
| 396 | -- | 408 | Olga Bobrovnytska, Martin Schweizer. Mean-variance hedging and stochastic control: beyond the Brownian setting |
| 409 | -- | 419 | Kang Boda, Jerzy A. Filar, Yuanlie Lin, Lieneke Spanjers. Stochastic target hitting time and the problem of early retirement |
| 420 | -- | 432 | Tomasz R. Bielecki, Stanley R. Pliska. Risk-sensitive ICAPM with application to fixed-income management |
| 433 | -- | 441 | Alain Bensoussan. Remarks on the pricing of contingent claims under constraints |
| 442 | -- | 447 | Nicole Bäuerle, Ulrich Rieder. Portfolio optimization with Markov-modulated stock prices and interest rates |
| 447 | -- | 457 | Shushang Zhu, Duan Li, Shouyang Wang. Risk control over bankruptcy in dynamic portfolio selection: a generalized mean-variance formulation |
| 457 | -- | 464 | Lukasz Stettner. Risk-sensitive portfolio optimization with completely and partially observed factors |
| 465 | -- | 0 | . System Identification: Linear vs. Nonlinear |