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Chen --$tOptimal derivatives design under dynamic risk measures /$rPauline Barrieu and Nicole El Karoui --$tOn pricing of forward and futures contracts on zero-coupon bonds in the Cox-Ingersoll-Ross model /$rJedrzej Bialkowski and Jacek Jakubowski --$tPricing and hedging of credit risk : replication and mean-variance approaches (I) /$rTomasz R. Bielecki, Monique Jeanblanc and Marek Rutkowski --$tPricing and hedging of credit risk : replication and mean-variance approaches (II) /$rTomasz R. Bielecki, Monique Jeanblanc and Marek Rutkowski --$tSpot convenience yield models for the energy markets /$rRene Carmona and Michael Ludkovski --$tOptimal portfolio management with consumption /$rNetzahualcoyotl Castaneda-Leyva and Daniel Hernandez-Hernandez --$tSome processes associated with a fractional Brownian motion /$rT. E. Duncan --$tPricing claims on non tradable assets /$rRobert J. Elliott and John van der Hoek --$tSome optimal investment, production and consumption models /$rWendell H. Fleming --$tAsian options under multiscale stochastic volatility /$rJean-Pierre Fouque and Chuan-Hsiang Han --$tA regime switching model : statistical estimation, empirical evidence, and change point detection /$rXin Guo --$tMultinomial maximum likelihood estimation of market parameters for stock jump-diffusion models /$rFloyd B. Hanson, John J. Westman and Zongwu Zhu --$tOptimal terminal wealth under partial information for HMM stock returns /$rUlrich G. Haussmann and Jorn Sass --$tComputing optimal selling rules for stocks using linear programming /$rKurt Helmes --$tOptimization of consumption and portfolio and minimization of volatility /$rYaozhong Hu --$tOptions : to buy or not to buy? /$rMattias Jonsson and Ronnie Sircar --$tRisk sensitive optimal investment : solutions of the dynamical programming equation /$rH. Kaise and S. J. Sheu --$tHedging default risk in an incomplete market /$rAndrew E. B. Lim --$tMean-variance portfolio choice with discontinuous asset prices and nonnegative wealth processes /$rAndrew E. B. Lim and Xun Yu Zhou --$tIndifference prices of early exercise claims /$rMarek Musiela and Thaleia Zariphopoulou --$tRandom walk around some problems in identification and stochastic adaptive control with applications to finance /$rBozenna Pasik-Duncan --$tPricing and hedging for incomplete jump diffusion benchmark models /$rEckhard Platen --$tWhy is the effect of proportional transaction costs O([delta][superscript 2/3])? /$rL. C. G. Rogers --$tEstimation via stochastic filtering in financial market models /$rWolfgang J. Runggaldier --$tStochastic optimal control modeling of debt crises /$rJerome L. Stein --$tDuality and risk sensitive portfolio optimization /$rLukasz Stettner --$tCharacterizing option prices by linear programs /$rRichard H. Stockbridge --$tPricing defaultable bond with regime switching /$rJ. W. Wang and Q. Zhang --$tAffine regime-switching models for interest rate term structure /$rShu Wu and Yong Zeng --$tStochastic approximation methods for some finance problems /$rG. Yin and Q. 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