1. Preface

   • S. Omata

   OriginalPaper 17 August 2007 Pages: 297 - 297

2. What is the Natural Scale for a Lévy Process in Modelling Term Structure of Interest Rates?

   • Jirô Akahori
   • Takahiro Tsuchiya

   OriginalPaper 21 August 2007 Pages: 299 - 313

3. On the Hoggard–Whalley–Wilmott Equation for the Pricing of Options with Transaction Costs

   • Hitoshi Imai
   • Naoyuki Ishimura
   • Masaaki Nakamura

   OriginalPaper 28 August 2007 Pages: 315 - 326

4. Monte Carlo Option Pricing for Tempered Stable (CGMY) Processes

   • Jérémy Poirot
   • Peter Tankov

   OriginalPaper 17 August 2007 Pages: 327 - 344

5. Pricing and Hedging of Multi Type Contracts under Multidimensional Risks in Incomplete Markets Modeled by General Itô SDE Systems

   • Srdjan D. Stojanovic

   OriginalPaper 04 September 2007 Pages: 345 - 372

6. Portfolio Optimization in Discontinuous Markets under Incomplete Information

   • Giorgia Callegaro
   • Giovanni B. Di Masi
   • Wolfgang J. Runggaldier

   OriginalPaper 17 August 2007 Pages: 373 - 394