The Quantum Black-Scholes Equation
The Question of Relaxation in the Wealth Exchange Models
The role of a matchmaker in buyer-vendor interactions
The scale of market quakes
The Second Wave of the Global Crisis? A Log-Periodic Oscillation Analysis of Commodity Price Series
The Size Variance Relationship of Business Firm Growth Rates
The slippage paradox
The Small and Large Time Implied Volatilities in the Minimal Market Model
The small-maturity smile for exponential Levy models
The Spread of the Credit Crisis: View from a Stock Correlation Network
The Stock Market as a Game: An Agent Based Approach to Trading in Stocks
The StressVaR: A New Risk Concept for Superior Fund Allocation
The string prediction models as application to financial forex market
The Structural Modelling of Operational Risk via Bayesian inference: Combining Loss Data with Expert Opinions
The structural role of weak and strong links in a financial market network
The Structure and Growth of Weighted Networks
The structure of optimal portfolio strategies for continuous time markets
The Student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy
The tail risks of FX return distributions: a comparison of the returns associated with limit orders and market orders
The topology of cross-border exposures: beyond the minimal spanning tree approach