Stock Market and Motion of a Variable Mass Spring

Stock market integration in the Latin American markets: further evidence from nonlinear modeling

Stock market return distributions: from past to present

Stock Market Trading Via Stochastic Network Optimization

Stock market volatility: An approach based on Tsallis entropy

Stock markets and quantum dynamics: a second quantized description

Stock price jumps: news and volume play a minor role

Strategies used as spectroscopy of financial markets reveal new stylized facts

Strengthening the management of ESA - the Inter-Directorate Reform of Corporate and Risk Management

Strict Local Martingale Deflators and Pricing American Call-Type Options

Structural Breaks in the Mexico's Integration into the World Stock Market

Structure and evolution of the foreign exchange networks

Structure and Response in the World Trade Network

Structure and temporal change of the credit network between banks and large firms in Japan

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

Studies of the limit order book around large price changes

Study of statistical correlations in intraday and daily financial return time series

Study of the risk-adjusted pricing methodology model with methods of Geometrical Analysis

Suitability of using technical indicators as potential strategies within intelligent trading systems

Summary of Results from the Risk Management Program for the Mars Microrover Flight Experiment