Spurious trend switching phenomena in financial markets

Stability of central finite difference schemes for the Heston PDE

Stability of exponential utility maximization with respect to market perturbations

Stability of the utility maximization problem with random endowment in incomplete markets

Stability of the World Trade Web over Time - An Extinction Analysis

Stability of utility-maximization in incomplete markets

Stable-1/2 Bridges and Insurance: a Bayesian approach to non-life reserving

State price density estimation via nonparametric mixtures

State-dependent utility maximization in Lévy markets

Static replications with traffic light options

Statistical analysis of the overnight and daytime return

Statistical Arbitrage and Optimal Trading with Transaction Costs in Futures Markets

Statistical causes for the Epps effect in microstructure noise

Statistical ensembles for money and debt

Statistical identification with hidden Markov models of large order splitting strategies in an equity market

Statistical Inference for Time-changed Brownian Motion Credit Risk Models

Statistical Investigation of Connected Structures of Stock Networks in Financial Time Series

Statistical mechanics approach to the probability distribution of money

Statistical mechanics of money, debt, and energy consumption

Statistical mechanics of the international trade network