Risk Premium Impact in the Perturbative Black Scholes Model
Risk-Neutral Pricing of Financial Instruments in Emission Markets
Robust hedging of double touch barrier options
Robust mean-variance hedging in the single period model
Robust pricing and hedging of double no-touch options
Root's Barrier: Construction, Optimality and Applications to Variance Options
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