Last update: Fri Oct 20 02:03:04 MDT 2023
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S
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Sabbagh, Wissal, 11(1)99--130
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Sabbagh, Wissal, see Crépey, Stéphane
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Sabino, Piergiacomo, 14(1)99--126
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Sabino:2023:NTS, 14(1)99--126
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SABR, 7(1)448--476, 9(2)520--563, 9(2)716--754
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saddlepoint, 2(1)692--714
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Sale, 6(1)804--824, 7(1)674--719, 10(1)68--88, 13(1)70--108
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Sall, Guillaume, 9(3)966--993
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Sall, Guillaume, see Pagès, Gilles
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Sallandt, Leon, 14(2)383--406
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Sallandt, Leon, see Bayer, Christian
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Salomon, J., 6(1)685--712
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Salomon, J., see Burkovska, O.
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Sample, 13(3)1112--1143
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Sampling, 4(1)327--352
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Sánchez-Betancourt, Leandro, 12(1)254--294, 13(4)1379--1417,
see Cartea, Álvaro
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Santosa, F., 3(1)374--401
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Santosa, F., see Rodriguez, J. Orozco
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Saporito, Yuri F., 11(3)z--14--z, 12(3)912--940, 13(3)944--968
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Saporito, Yuri F., see Fouque, Jean-Pierre
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Saporito:2020:SCP, 11(3)z--14--z
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Saporito:2021:PDD, 12(3)912--940
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Scaling, 5(1)99--136, 10(2)350--393
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Schaanning, Eric, 9(4)1286--1325
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Schaanning, Eric, see Feinstein, Zachary
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Schachermayer, Walter, 5(1)258--277
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Schachermayer, Walter, see Czichowsky, Christoph
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Schatz, Michael, 10(2)615--631
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Schatz:2019:NIM, 10(2)615--631
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Scheduling, 5(1)137--152
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scheme, 1(1)30--65, 4(1)494--538, 7(1)993--1021, 8(1)901--932,
9(1)127--170, 9(3)930--965, 12(1)110--157
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Scheme, -, 8(1)901--932
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schemes, 2(1)55--78, 3(1)593--604, 4(1)575--598, 14(2)475--496
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Schied, Alexander, 1(1)490--522, 3(1)511--533, 8(1)589--634,
9(3)1074--1101
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Schied, Alexander, see Alfonsi, Aurélien
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Schied:2017:HFL, 8(1)589--634
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Schied:2018:MFP, 9(3)1074--1101
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Schmidt, Thorsten, 4(1)616--649
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Schmidt, Thorsten, see Eberlein, Ernst
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Schmutz, Michael, 1(1)396--426, 5(1)656--684
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Schmutz, Michael, see Molchanov, Ilya,
see Rheinländer, Thorsten
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Schoenmakers, John, 1(1)811--832, 4(1)86--116, 6(1)984--1025,
12(3)1201--1225
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Schoenmakers, John, see Bayer, Christian,
see Grbac, Zorana,
see Krätschmer, Volker
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Schoenmakers:2013:ODM, 4(1)86--116
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Scholes, Black-, 6(1)685--712, 7(1)893--916, 8(1)560--588
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Schöneborn, Torsten, 6(1)1044--1067
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Schoneborn:2015:OTE, 6(1)1044--1067
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Schreiber, Irene, 4(1)243--264
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Schreiber, Irene, see Biagini, Francesca
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Schwarz, Daniel, 3(1)709--739
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Schwarz, Daniel, see Howison, Sam
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Scotti, Simone, 4(1)297--326, 14(4)1062--1079
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Scotti, Simone, see Bernis, Guillaume,
see Chevalier, Etienne
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SDEs, 4(1)697--736, 7(1)993--1021, 8(1)1--27
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Second, 7(1)104--123
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See, 8(1)962--1014, 10(3)857--876
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Seiffert, Nicole, 12(3)967--1012
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Seiffert, Nicole, see Gnoatto, Alessandro
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Sekine, Jun, 4(1)452--473
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Sekine:2013:LTO, 4(1)452--473
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Selection, 1(1)932--961, 4(1)203--227, 5(1)153--190, 6(1)467--486,
7(1)124--151, 11(2)593--619, 12(1)369--409, 12(1)410--445,
13(2)391--425, 13(4)z--z
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Self-Dual, Quasi-, 5(1)656--684
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Self-Financing, Mean-, 5(1)532--556
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Sell, 5(1)415--444
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Selling, Short-, 5(1)153--190
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Semi-Lagrangian, 4(1)427--451
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Semi-Markovian, 8(1)240--273
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Semistationary, 5(1)71--98
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SenGupta, Indranil, 12(4)1596--1624
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SenGupta, Indranil, see Lin, Minglian
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Sensitive, Risk-, 2(1)22--54
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Sensitivity, 2(1)79--111, 9(4)1286--1325, 12(2)z--z, 14(2)704--720
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Sentiment, 10(2)512--546
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Separability, 13(4)1344--1378
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Sequential, 6(1)748--775, 9(4)1137--1174, 14(1)127--157
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Serially, 11(2)593--619
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series, 7(1)418--447, 9(4)1249--1285, 12(1)487--549
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Sester, Julian, 12(4)1307--1339
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Sester, Julian, see Neufeld, Ariel
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Set-Valued, 1(1)66--95
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Setting, 5(1)153--190
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Several, 1(1)666--728
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Sgarra, Carlo, 14(4)1062--1079
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Sgarra, Carlo, see Bernis, Guillaume
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Shadow, 5(1)258--277, 12(1)254--294
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Shaikhet, Gennady, 2(1)183--212
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Shaikhet, Gennady, see Predoiu, Silviu
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Shang, Dapeng, 11(1)1--26
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Shang, Dapeng, see Herrmann, Sebastian
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Shao, Hui, 9(1)190--218
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Shao, Hui, see Li, Lujun
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shape, 8(1)709--737, 12(3)z--z
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Sharing, 5(1)626--655
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Sharing, Risk-, 11(2)385--410
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Sharp, Nicholas J., 2(1)965--988
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Sharp, Nicholas J., see Johnson, Paul V.
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Sharpe, 7(1)418--447, 9(2)435--464
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Shen, Jiaqi, 12(1)487--549
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Shen, Jiaqi, see Malham, Simon J. A.
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Shen, Yang, 13(2)391--425, 13(4)z--z
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Shen:2022:MVP, 13(2)391--425
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Shen:2022:SCC, 13(4)z--z
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Shi, Fangwei, 9(3)1017--1045, 10(1)89--129
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Shi, Fangwei, see Guennoun, Hamza,
see Jacquier, Antoine
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Shi, Xiaomin, 14(3)838--854
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Shi, Xiaomin, see Hu, Ying
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Shin, Yong Hyun, 10(4)977--1005
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Shin, Yong Hyun, see Chen, Kexin
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Shinozaki, Yuji, 8(1)901--932
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Shinozaki:2017:CTO, 8(1)901--932
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Shiraya, Kenichiro, 12(2)690--723
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Shiraya, Kenichiro, see Alòs, Elisa
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Shkolnik, Alex, 13(2)521--550
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Shkolnik, Alex, see Goldberg, Lisa R.
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Shkolnikov, Mykhaylo, 7(1)588--618
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Shkolnikov:2016:AAF, 7(1)588--618
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Short, 6(1)804--824, 7(1)947--992, 11(1)z--z, 11(3)z--14--z, 11(3)z--26--z,
12(2)z--z, 12(3)z--z, 12(4)z--z, 13(1)z--z, 13(2)z--z, 13(3)877--902,
13(3)z--z, 13(4)z--z, 14(1)z--z, 14(3)z--z, 14(4)z--z
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Short-maturity, 1(1)126--141
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Short-Selling, 5(1)153--190
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Short-Term, 2(1)715--726, 10(2)491--511
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Short-Time, 9(1)347--380
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Shortfall, 2(1)1--21, 5(1)384--414, 9(1)90--126
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Shorting, 12(1)47--78
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should, 10(2)466--490
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Shreve, Steven, 2(1)183--212, 4(1)26--85, 13(3)1191--1229
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Shreve, Steven, see Bichuch, Maxim,
see Predoiu, Silviu
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Shreve:2022:EC, 13(3)1191--1229
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Shrinkage, 13(3)1112--1143
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Sided, One-, 2(1)183--212
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Sided, Two-, 5(1)278--315
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Sigma, 3(1)280--303
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signal, 13(3)944--968, 13(4)1302--1325
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Signal-Adaptive, 13(2)551--575
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Signature-Based, 14(3)910--957
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Signatures, 11(2)470--493, 13(4)1379--1417
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Simple, 12(1)342--368
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Simulation, 1(1)868--896, 4(1)575--598, 8(1)171--213, 14(1)223--249
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Single, 12(2)823--866
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Sîrbu, Mihai, 11(3)750--787, see Janecek, Karel
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Sircar, Ronnie, 1(1)1--1, 6(1)870--899, 7(1)418--447, 7(1)588--618,
9(2)435--464, 13(1)109--128, 13(3)1040--1062
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Sircar, Ronnie, see Agarwal, Ankush,
see Avanesyan, Levon,
see Carmona, René, \see{Chan, Patrick,
see Fouque, Jean-Pierre,
see Lorig, Matthew,
see Shkolnikov, Mykhaylo
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Sirignano, Justin, 8(1)933--961
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Sirignano:2017:SGD, 8(1)933--961
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Skew, 13(1)32--69, 13(4)1418--1485
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Skewed, 9(1)54--89
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Skovmand, David, 6(1)984--1025, 11(4)974--1006
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Skovmand, David, see Dam, Henrik T.,
see Grbac, Zorana
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Slavov, Georgi, 13(1)262--294
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Slavov, Georgi, see Cartea, Álvaro
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Slope-Curvature, Level-, 6(1)900--918
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Sloth, D., 8(1)28--53
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Sloth, D., see Nicolato, E.
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Sloth, David, 11(4)974--1006
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Sloth, David, see Dam, Henrik T.
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Slynko, Alla, 3(1)511--533
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Slynko, Alla, see Alfonsi, Aurélien
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Small, 4(1)203--227, 6(1)656--684, 7(1)508--551, 9(2)755--774, 13(1)z--z
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Small-Maturity, 3(1)33--65, 4(1)831--856
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Small-Time, 3(1)690--708, 7(1)448--476, 8(1)82--113, 12(4)1596--1624
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Smile, 3(1)33--65, 3(1)182--214, 3(1)690--708, 4(1)804--830,
4(1)831--856, 7(1)720--759, 8(1)373--399, 12(2)z--z, 13(1)32--69
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Smooth, 2(1)727--747, 9(3)907--929
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Snell, 2(1)587--626
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S{\o}jmark, Andreas, 12(4)z--z, see Feinstein, Zachary
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S{\o}lna, Knut, 8(1)560--588, 11(1)274--325,
see Garnier, Josselin
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Solomko, Anton, 14(2)598--643
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Solomko, Anton, see Lillo, Fabrizio
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solution, 4(1)494--538, 4(1)599--615, 7(1)567--587, 8(1)483--503,
10(1)130--155, 11(2)593--619, 12(2)604--640, 13(2)491--520
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Solvable, 4(1)697--736, 8(1)146--170
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Solve, 12(3)912--940
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Solving, 3(1)534--571, 11(4)1063--1097, 13(1)z--z
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Soner, H. Mete, 1(1)366--395, 7(1)508--551
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Soner, H. Mete, see Ben Tahar, Imen,
see Bouchard, Bruno
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Song, Qingshuo, 8(1)1--27
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Song, Qingshuo, see Huang, Yao Tung
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Song, Shiqi, 11(1)99--130
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Song, Shiqi, see Crépey, Stéphane
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Sophisticated, 14(4)z--z
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Sornette, Didier, 10(2)615--631
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Sornette, Didier, see Schatz, Michael
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source, 11(1)99--130
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Sowers, Richard B., 5(1)232--257, 6(1)86--116
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Sowers, Richard B., see Li, Xiao,
see Spiliopoulos, Konstantinos
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S\&P, 13(4)1418--1485
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space, 9(1)1--27, 12(1)318--341, 13(4)1344--1378
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Space-Time, 1(1)326--365
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Space-Valued, 1(1)454--489
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Sparse, 12(1)410--445
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Spatial, 9(4)1137--1174
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SPDEs, 3(1)572--592, 13(1)179--212
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Spectral, 2(1)665--691, 4(1)650--667, 6(1)467--486, 9(2)634--664,
11(4)1063--1097
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Speculate, 10(3)790--814
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Speiser, Leo, 9(3)1074--1101
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Speiser, Leo, see Schied, Alexander
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Spiliopoulos, Konstantinos, 6(1)86--116, 8(1)933--961
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Spiliopoulos, Konstantinos, see Sirignano, Justin
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Spiliopoulos:2015:DCL, 6(1)86--116
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Split, 2(1)1042--1076
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Splitting, 4(1)575--598
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Spokoiny, V., 5(1)532--556
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Spokoiny, V., see Milstein, G. N.
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spread, 1(1)142--157, 1(1)555--585, 5(1)278--315
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SPX, 9(2)401--434, 13(1)1--31
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Squeeze, 13(4)z--z
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SSVI, 12(2)z--z
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Stability, 4(1)117--150, 4(1)784--803, 7(1)567--587, 12(1)79--109,
12(2)641--671, 12(4)z--z, 13(4)z--z, 14(1)158--187
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stable, 14(1)99--126
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Staden, Pieter M., Van, 14(2)407--451
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Staden, Pieter M. van, 10(3)815--856, 12(2)566--603
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Staden:2023:BBD, 14(2)407--451
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Stadje, Mitja, 14(2)663--703
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Stadje, Mitja, see Bosserhoff, Frank
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standard, 13(3)773--801
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Standard, Mean-, 10(3)667--697
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state, 5(1)557--580, 8(1)314--343, 14(1)1--51
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Static, 2(1)794--838, 6(1)1152--1170
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Statistical, 5(1)472--492, 13(1)353--390
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Statti, Francesco, 11(3)897--927
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Statti, Francesco, see Glau, Kathrin
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Stein, Michael V., 6(1)870--899
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Stein, Michael V., see Chan, Patrick
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Stelzer, Robert, 3(1)66--94, 13(3)969--1003
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Stelzer, Robert, see Belak, Christoph,
see Muhle-Karbe, Johannes
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Stepping, 4(1)427--451
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Sticky, 13(3)1004--1039
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stochastic, 1(1)126--141, 1(1)230--265, 2(1)221--254, 2(1)255--286,
2(1)317--341, 2(1)488--511, 2(1)627--664, 2(1)665--691,
2(1)935--964, 2(1)1042--1076, 3(1)66--94, 3(1)163--181,
3(1)351--373, 3(1)534--571, 3(1)572--592, 4(1)427--451,
4(1)697--736, 5(1)493--531, 5(1)581--608, 5(1)729--752,
6(1)158--188, 6(1)1068--1122, 7(1)159--182, 8(1)114--145,
8(1)344--372, 8(1)373--399, 8(1)483--503, 8(1)560--588,
8(1)841--873, 8(1)933--961, 8(1)962--1014, 9(1)127--170,
9(2)435--464, 9(2)465--492, 9(2)520--563, 9(2)564--601,
9(3)1102--1136, 9(4)1175--1207, 10(1)181--213, 10(2)491--511,
10(3)857--876, 10(4)942--976, 10(4)977--1005, 11(1)99--130,
11(1)274--325, 11(3)z--14--z, 12(1)79--109, 12(1)226--253,
12(2)744--787, 12(2)788--822, 12(3)867--897, 12(3)1054--1111,
12(3)1257--1284, 12(4)1596--1624, 13(1)109--128, 13(2)576--618,
13(2)619--652, 13(3)745--772, 13(3)944--968, 13(3)969--1003,
13(3)z--z, 14(2)452--474, 14(4)959--1003
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Stochastic, Local-, 7(1)418--447, 8(1)82--113, 10(1)181--213
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Stochastic-Local, 9(1)127--170
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Stock, 5(1)232--257, 6(1)158--188, 6(1)487--516, 9(3)875--906,
11(4)1007--1062
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Stopper, Controller-, 5(1)20--49
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Stopping, 1(1)811--832, 4(1)599--615, 6(1)748--775, 9(2)602--633,
10(3)667--697, 12(3)1201--1225, 13(4)z--z, 14(3)777--811
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Stops, 5(1)753--781
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Storage, 1(1)729--751, 4(1)427--451
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strategy, 4(1)857--883, 5(1)50--70, 5(1)532--556, 7(1)34--69,
7(1)674--719, 7(1)760--785, 9(1)274--314, 9(3)1046--1073,
10(2)394--429, 12(2)566--603, 13(1)353--390, 13(2)491--520,
13(4)1379--1417, 14(3)812--837
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Strehle, Elias, 8(1)589--634
-
Strehle, Elias, see Schied, Alexander
-
Strict, 9(1)171--189
-
strike, 1(1)609--641, 12(2)690--723
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Strike, Extreme-, 9(2)401--434
-
Strong, 7(1)993--1021, 13(2)459--490
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Strong, Winslow, 5(1)472--492
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Strong:2014:GFG, 5(1)472--492
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Structural, 3(1)709--739, 7(1)642--673, 9(2)401--434
-
Structural-Form, 12(4)1340--1373
-
Structure, 1(1)523--554, 3(1)690--708, 8(1)504--531, 9(2)634--664,
11(4)1137--1167, 12(3)1112--1149, 14(4)1062--1079
-
Structure, Term-, 9(3)907--929
-
Student, 12(2)z--z
-
Sturm, Stephan, 2(1)213--220, 9(4)1286--1325, 11(2)385--410
-
Sturm, Stephan, see Beiglböck, Mathias,
see Feinstein, Zachary, \see{Lee, Junbeom
-
Style, European-, 4(1)399--426
-
Sub, 13(1)109--128
-
Subject, 13(3)z--z
-
Suboptimality, 6(1)352--385
-
Subsistence, 10(4)977--1005
-
Successive, 6(1)1--21
-
Suchintabandid, Sira, 3(1)137--162
-
Suchintabandid, Sira, see Glasserman, Paul
-
Suffocating, 13(1)70--108
-
Sulem, Agnès, 6(1)1195--1219, 8(1)532--559, 11(3)849--880,
see Amini, Hamed, \see{Dumitrescu, Roxana,
see Grigorova, Miryana
-
Sun, Zheng, 6(1)1220--1244
-
Sun, Zheng, see Ho, Michael
-
Super-Replication, 13(2)z--z
-
Superadditive, 6(1)776--803
-
Superreplication, 10(4)907--941, 13(2)653--655
-
Supersolution, 13(1)109--128
-
Suppliers, 6(1)189--200
-
Supply, Random-, 14(1)188--222
-
surface, 3(1)639--666, 7(1)619--641, 8(1)171--213, 14(4)1004--1027
-
Surkov, Vladimir, 2(1)464--487
-
Surkov, Vladimir, see Jaimungal, Sebastian
-
Surrogate, 12(3)z--z
-
Survival, 14(3)812--837
-
Suspensions, 11(2)566--592
-
Svaluto-Ferro, Sara, 14(3)910--957
-
Svaluto-Ferro, Sara, see Cuchiero, Christa
-
SVI, 7(1)619--641, 13(1)227--261
-
Svindland, Gregor, 12(1)318--341, 13(3)1230--1269
-
Svindland, Gregor, see Bellini, Fabio,
see Liebrich, Felix-Benedikt
-
Swap, 7(1)273--307, 8(1)1--27, 12(2)672--689, 12(2)690--723
-
Swing, 5(1)581--608
-
Swishchuk, Anatoliy, 8(1)240--273
-
Swishchuk:2017:SMM, 8(1)240--273
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Switching, 1(1)780--810, 2(1)488--511, 5(1)191--231, 14(4)1028--1061
-
Switching, Regime-, 3(1)667--689, 5(1)532--556, 10(2)632--665
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Symmetric, 12(2)z--z
-
Symmetry, 1(1)396--426
-
system, 7(1)567--587, 9(1)28--53, 12(4)z--z, 14(2)598--643
-
Systematically, 11(3)881--896
-
Systemic, 4(1)151--184, 6(1)386--424, 8(1)672--708, 9(1)90--126,
10(1)68--88, 11(1)60--98, 12(3)z--z, 12(4)1459--1507