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Security Pricing with Information-Sensitive Discounting

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Selling a stock at the ultimate maximum

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Semi-Closed Form Cubature and Applications to Financial Diffusion Models

Economy – Quantitative Finance – Computational Finance
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Semi-Static Hedging Based on a Generalized Reflection Principle on a Multi Dimensional Brownian Motion

Economy – Quantitative Finance – Pricing of Securities
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Semi-static hedging for certain Margrabe type options with barriers

Economy – Quantitative Finance – Pricing of Securities
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Semiclosed Pricing Mechanism

Economy – Quantitative Finance – Trading and Market Microstructure
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Sensitivity analysis of the early exercise boundary for American style of Asian options

Economy – Quantitative Finance – Computational Finance
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Sensitivity of the Performance of a Simple Exchange Model to its Topology

Economy – Quantitative Finance – Trading and Market Microstructure
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Sequences of Arbitrages

Economy – Quantitative Finance – Trading and Market Microstructure
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Sequential optimizing investing strategy with neural networks

Economy – Quantitative Finance – Computational Finance
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Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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Set-Valued Dynamic Risk Measures

Economy – Quantitative Finance – Risk Management
Scientific paper

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Set-valued risk measures for conical market models

Economy – Quantitative Finance – Risk Management
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Shadow price in the power utility case

Economy – Quantitative Finance – Portfolio Management
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Shadow prices and well-posedness in the problem of optimal investment and consumption with transaction costs

Economy – Quantitative Finance – Portfolio Management
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Shaping tail dependencies by nesting box copulas

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Shelf space strategy in long-tail markets

Economy – Quantitative Finance – General Finance
Scientific paper

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

Economy – Quantitative Finance – General Finance
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Short-time behaviour of demand and price viewed through an exactly solvable model for heterogeneous interacting market agents

Economy – Quantitative Finance – General Finance
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Shortfall Risk Approximations for American Options in the multidimensional Black--Scholes Model

Economy – Quantitative Finance – Computational Finance
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