Models for the impact of all order book events

Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions

Models with time-dependent parameters using transform methods: application to Heston's model

Modified Holder Exponents Approach to Prediction of the USA Stock Market Critical Points and Crashes

Moment Explosion in the LIBOR Market Model

Moment Explosions and Long-Term Behavior of Affine Stochastic Volatility Models

Moment Methods for Exotic Volatility Derivatives

Money Distributions in Chaotic Economies

Monitoring dates of maximal risk

Monte Carlo Greeks for financial products via approximative transition densities

Monte Carlo Portfolio Optimization for General Investor Risk-Return Objectives and Arbitrary Return Distributions: a Solution for Long-only Portfolios

Monte Carlo sampling given a Characteristic Function: Quantile Mechanics in Momentum Space

Monte Carlo-based tail exponent estimator

Most Efficient Homogeneous Volatility Estimators

Moving Mini-Max - a new indicator for technical analysis

Multi-agent based analysis of financial data

Multi-market minority game: breaking the symmetry of choice

Multi-scale correlations in different futures markets

Multicurrency advisor based on the NSW model. Detailed description and perspectives

Multidimensional dynamic risk measure via conditional g-expectation