Security Pricing with Information-Sensitive Discounting

Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion

Semi-static hedging for certain Margrabe type options with barriers

Small-time asymptotics for fast mean-reverting stochastic volatility models

Small-Time Asymptotics of Option Prices and First Absolute Moments

Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps

Smart expansion and fast calibration for jump diffusion

Smile dynamics -- a theory of the implied leverage effect

Smiles all around: FX joint calibration in a multi-Heston model

Solvable Nonlinear Volatility Diffusion Models with Affine Drift

Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models

Spectral methods for volatility derivatives

Spin models as microfoundation of macroscopic financial market models

Stochastic discount factors

Stochastic evolution equations in portfolio credit modelling with applications to exotic credit products

Stochastic Knapsack Problem Revisited: Switch-Over Policies and Dynamic Pricing

Stock loan with Automatic termination clause, cap and margin

Strict Local Martingale Deflators and Pricing American Call-Type Options

Student's t-Distribution Based Option Sensitivities: Greeks for the Gosset Formulae

Superhedging in illiquid markets