Sign and amplitude representation of the forex networks

Simple Fuzzy Score for Russian Public Companies Risk of Default

Simplified stock markets described by number operators

Simulation de trajectoires de processus continus

Size-Dependency of Income Distributions and Its Implications

Small-time asymptotics for fast mean-reverting stochastic volatility models

Small-Time Asymptotics of Option Prices and First Absolute Moments

Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with Lévy jumps

Smart expansion and fast calibration for jump diffusion

Smearing Distributions and their use in Financial Markets

Smile dynamics -- a theory of the implied leverage effect

Smiles all around: FX joint calibration in a multi-Heston model

Smooth Value Functions for a Class of Nonsmooth Utility Maximization Problems

Smoothed Annual Mean Sunspot Number at Solar Cycle 23 Maximum: Our Forecast in Retrospect and Implications for Cycle 24

SOFIP: A Short Orbital Flux Integration Program

Solvable Nonlinear Volatility Diffusion Models with Affine Drift

Solvable Stochastic Dealer Models for Financial Markets

Solving Optimal Dividend Problems via Phase-type Fitting Approximation of Scale Functions

Some Control Variates for exotic options

Some Problems concerning the Terrestrial Atmosphere above about the 100 km Level