Security Pricing with Information-Sensitive Discounting

Selling a stock at the ultimate maximum

Semi-Closed Form Cubature and Applications to Financial Diffusion Models

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

Semiclosed Pricing Mechanism

Sensitivity analysis of the early exercise boundary for American style of Asian options

Sensitivity of the Performance of a Simple Exchange Model to its Topology

Sequences of Arbitrages

Sequential optimizing investing strategy with neural networks

Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect

Set-Valued Dynamic Risk Measures

Set-valued risk measures for conical market models

Shadow price in the power utility case

Shadow prices and well-posedness in the problem of optimal investment and consumption with transaction costs

Shaping tail dependencies by nesting box copulas

Shelf space strategy in long-tail markets

Shocks in financial markets, price expectation, and damped harmonic oscillators

Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents

Shortfall Risk Approximations for American Options in the multidimensional Black--Scholes Model