Continuous trading with asymmetric information and imperfect competition
Kerry Back

Contingent claim valuation and hedging with constrained portfolios
Jaksa Cvitanic and Ioannis Karatzas

On portfolio optimization under ``drawdown'' constraints
Jaksa Cvitanic and Ioannis Karatzas

American options and transaction fees
Mark H.A. Davis and Thaleia Zariphopoulou

The optimal stopping problem for a general American put-option
Nicole El Karoui and Ioannis Karatzas

Optimal investment models and risk sensitive stochastic control
Wendell H. Fleming

Arbitrage and free lunch in a general financial market model; the fundamental theorem of asset pricing
Marco Frittelli and Peter Lakner

Which model for term-structure of interest rates should one use?
L.C.G. Rogers

Liquidity premium for capital asset pricing with transaction costs
S.E. Shreve

IMA Volumes in Mathematics and its Applications