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### 2011

**1102.2515 Adelic theory of stock market***by*V. Zharkov**1102.2412 Statistical Inference for Time-changed Brownian Motion Credit Risk Models***by*T. R. Hurd & Zhuowei Zhou**1102.2285 Approximating Functional of Local Martingale Under the Lack of Uniqueness of Black-Scholes PDE***by*Qingshuo Song**1102.2263 Optimal Life Insurance Purchase, Consumption and Investment on a financial market with multi-dimensional diffusive terms***by*I. Duarte & D. Pinheiro & A. A. Pinto & S. R. Pliska**1102.2240 Quantifying and Modeling Long-Range Cross-Correlations in Multiple Time Series with Applications to World Stock Indices***by*Duan Wang & Boris Podobnik & Davor Horvati\'c & H. Eugene Stanley**1102.2138 The US stock market leads the Federal funds rate and Treasury bond yields***by*Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette**1102.2050 On stochastic calculus related to financial assets without semimartingales***by*Rosanna Coviello & Cristina Di Girolami & Francesco Russo**1102.1851 The Australian Phillips curve and more***by*Ivan Kitov & Oleg Kitov**1102.1713 Gaussian Noise Effects on the Evolution of Wealth in a Closed System of n-Economies***by*J. M. Pellon-Diaz & A. Aragones-Munoz & A. Sandoval-Villalbazo & A. Diaz-Reynoso**1102.1624 On the criticality of inferred models***by*Iacopo Mastromatteo & Matteo Marsili**1102.1348 The computation of Greeks with multilevel Monte Carlo***by*Sylvestre Burgos & M. B. Giles**1102.1339 Correlation of financial markets in times of crisis***by*Leonidas Sandoval Junior & Italo De Paula Franca**1102.1186 Optimal consumption and investment for markets with random coefficients***by*Berdjane Belkacem & Serguei Pergamenchtchikov**1102.1099 A Copula Approach on the Dynamics of Statistical Dependencies in the US Stock Market***by*Michael C. M\"unnix & Rudi Sch\"afer**1102.0938 Minimizing Shortfall***by*Lisa R. Goldberg & Michael Y. Hayes & Ola Mahmoud**1102.0687 Trading activity and price impact in parallel markets: SETS vs. off-book market at the London Stock Exchange***by*Angelo Carollo & Gabriella Vaglica & Fabrizio Lillo & Rosario N. Mantegna**1102.0683 Volatility made observable at last***by*Michel Fliess & C\'edric Join & Fr\'ed\'eric Hatt**1102.0346 On utility maximization under convex portfolio constraints***by*Kasper Larsen & Gordan \v{Z}itkovi\'c**1102.0312 Dynamics of a Service Economy Driven by Random Transactions***by*Robert W. Easton**1102.0224 A Family of Maximum Entropy Densities Matching Call Option Prices***by*Cassio Neri & Lorenz Schneider**1101.5849 Derivative Pricing under Asymmetric and Imperfect Collateralization and CVA***by*Masaaki Fujii & Akihiko Takahashi**1101.5475 Multivariate GARCH estimation via a Bregman-proximal trust-region method***by*St\'ephane Chr\'etien & Juan-Pablo Ortega**1101.4680 An Econophysics Model for the Stock-Markets' Analysis and Diagnosis***by*Ion Spanulescu & Ion Popescu & Victor Stoica & Anca Gheorghiu & Victor Velter**1101.4675 Econophysical Approaches for the Direct Foreign Investments***by*Anca Gheorghiu & Ion Spanulescu & Anda Gheorghiu**1101.4674 Macrostate Parameter and Investment Risk Diagrams for 2008 and 2009***by*Anca Gheorghiu & Ion Sp\^anulescu**1101.4548 Stochastic Market Efficiency***by*Ole Peters & Alexander Adamou**1101.4437 Ruin probabilities in tough times - Part 1 - Heavy-traffic approximation for fractionally integrated random walks in the domain of attraction of a nonGaussian stable distribution***by*Ph. Barbe & W. P. McCormick**1101.4093 Globalization and long-run co-movements in the stock market for the G7: an application of VECM under structural breaks***by*Rui Menezes & Andreia Dioniso**1101.3974 An Active Margin System and its Application in Chinese Margin Lending Market***by*Guanghui Huang & Jianping Wan & Cheng Chen**1101.3926 Collateral Margining in Arbitrage-Free Counterparty Valuation Adjustment including Re-Hypotecation and Netting***by*Damiano Brigo & Agostino Capponi & Andrea Pallavicini & Vasileios Papatheodorou**1101.3713 Path integral approach to the pricing of timer options with the Duru-Kleinert time transformation***by*Ling Zhi Liang & Damiaan Lemmens & Jacques Tempere**1101.3617 An almost linear stochastic map related to the particle system models of social sciences***by*Anindya S. Chakrabarti**1101.3572 Utility theory front to back - inferring utility from agents' choices***by*Alexander M. G. Cox & David Hobson & Jan Obloj**1101.3422 Modeling microstructure noise with mutually exciting point processes***by*E. Bacry & S. Delattre & M. Hoffmann & J. F. Muzy**1101.3228 GPGPUs in computational finance: Massive parallel computing for American style options***by*Gilles Pag\`es & Benedikt Wilbertz**1101.3107 Financial Rogue Waves Appearing in the Coupled Nonlinear Volatility and Option Pricing Model***by*Zhenya Yan**1101.3071 Sensitivity analysis of the early exercise boundary for American style of Asian options***by*Daniel Sevcovic & Martin Takac**1101.2968 Duality in Robust Utility Maximization with Unbounded Claim via a Robust Extension of Rockafellar's Theorem***by*Keita Owari**1101.1847 Critical Overview of Agent-Based Models for Economics***by*M. Cristelli & L. Pietronero & A. Zaccaria**1101.1707 The Network Structure of Economic Output***by*Ricardo Hausmann & Cesar A. Hidalgo**1101.1148 A Mispricing Model of Stocks Under Asymmetric Information***by*Winston Buckley & Garfield Brown & Mario Marshall**1101.0975 Swing Options Valuation: a BSDE with Constrained Jumps Approach***by*Marie Bernhart & Huy\^en Pham & Peter Tankov & Xavier Warin**1101.0945 Abstract, Classic, and Explicit Turnpikes***by*Paolo Guasoni & Constantinos Kardaras & Scott Robertson & Hao Xing**1101.0446 Alternative approach to the optimality of the threshold strategy for spectrally negative Levy processes***by*Ying Shen & Chuancun Yin & Kam Chuen Yuen

### 2010

**1101.0240 Generalised Wishart Processes***by*Andrew Gordon Wilson & Zoubin Ghahramani**1101.0184 Testing the Capital Asset Pricing Model (CAPM) on the Uganda Stock Exchange***by*David Wakyiku**1101.0079 Market-consistent valuation of insurance liabilities by cost of capital***by*Christoph Moehr**1012.5986 Bayesian estimation of GARCH model with an adaptive proposal density***by*Tetsuya Takaishi**1012.5932 An statistical analysis of stratification and inequity in the income distribution***by*Juan C. Ferrero**1012.5896 Punctuated Equilibrium and Power Law in Economic Dynamics***by*Abhijit Kar Gupta**1012.5832 On the Existence of Bertrand-Nash Equilibrium Prices Under Logit Demand***by*W. Ross Morrow & Steven J. Skerlos**1012.4976 On the Use of Policy Iteration as an Easy Way of Pricing American Options***by*Christoph Reisinger & Jan Hendrik Witte**1012.4674 Marking Systemic Portfolio Risk with Application to the Correlation Skew of Equity Baskets***by*Alex Langnau & Daniel Cangemi**1012.4446 Fundamental and Real-World Challenges in Economics***by*Dirk Helbing & Stefano Balietti**1012.4291 Preliminaries to an investigation of reduced product set finance***by*J. A. Bergstra & C. A. Middelburg**1012.4118 Log-Periodic Oscillation Analysis and Possible Burst of the "Gold Bubble" in April - June 2011***by*Sergey V. Tsirel & Askar Akaev & Alexey Fomin & Andrey V. Korotayev**1012.3234 American Step-Up and Step-Down Default Swaps under Levy Models***by*Tim Siu-Tang Leung & Kazutoshi Yamazaki**1012.3102 The fundamental theorem of asset pricing, the hedging problem and maximal claims in financial markets with short sales prohibitions***by*Sergio Pulido**1012.2848 Fully Flexible Views: Theory and Practice***by*Attilio Meucci**1012.2279 Size-Dependency of Income Distributions and Its Implications***by*Jiang Zhang & You-Gui Wang**1012.2160 Insider Trading in the Market with Rational Expected Price***by*Fuzhou Gong & Deqing Zhou**1012.1878 Heat Kernel Interest Rate Models with Time-Inhomogeneous Markov Processes***by*Jiro Akahori & Andrea Macrina**1012.1793 Rational term structure models with geometric Levy martingales***by*Dorje C. Brody & Lane P. Hughston & Ewan Mackie**1012.1535 Financial markets with volatility uncertainty***by*Joerg Vorbrink**1012.1412 Controlled options: derivatives with added flexibility***by*Nikolai Dokuchaev**1012.1188 Equilibrium notions and framing effects***by*Christian Hilbe**1012.1037 Pricing of barrier options by marginal functional quantization***by*Abass Sagna**1012.0843 The economic default time and the Arcsine law***by*Xin Guo & Robert A Jarrow & Adrien de Larrard**1012.0754 Pricing and Hedging in Affine Models with Possibility of Default***by*Patrick Cheridito & Alexander Wugalter**1012.0475 The Impossible Trio in CDO Modeling***by*Emmanuel Schertzer & Yadong Li & Umer Khan**1012.0349 Limit Order Books***by*Martin D. Gould & Mason A. Porter & Stacy Williams & Mark McDonald & Daniel J. Fenn & Sam D. Howison**1012.0348 A unified approach to determining the early exercise boundary position at expiry for American style of general class of derivatives***by*Tomas Bokes**1012.0249 Robust Estimation of Operational Risk***by*Nataliya Horbenko & Peter Ruckdeschel & Taehan Bae**1012.0199 Zipf's law and maximum sustainable growth***by*Y. Malevergne & A. Saichev & D. Sornette**1011.6532 Stability of central finite difference schemes for the Heston PDE***by*K. J. in 't Hout & K. Volders**1011.6402 The Price Impact of Order Book Events***by*Rama Cont & Arseniy Kukanov & Sasha Stoikov**1011.6284 Regulatory Medicine Against Financial Market Instability: What Helps And What Hurts?***by*Stefan Kerbl**1011.6097 Currency Forecasting using Multiple Kernel Learning with Financially Motivated Features***by*Tristan Fletcher & Zakria Hussain & John Shawe-Taylor**1011.5986 Set-valued risk measures for conical market models***by*Andreas H. Hamel & Frank Heyde & Birgit Rudloff**1011.5983 Minimal model of financial stylized facts***by*Danilo Delpini & Giacomo Bormetti**1011.5978 Comprehending environmental and economic sustainability: Comparative analysis of stability principles in the biosphere and free market economy***by*Victor G. Gorshkov & Anastassia M. Makarieva & Bai-Lian Li**1011.5810 Principal Regression Analysis and the index leverage effect***by*Pierre-Alain Reigneron & Romain Allez & Jean-Philippe Bouchaud**1011.5792 On fair pricing of emission-related derivatives***by*Juri Hinz & Alex Novikov**1011.5716 Costs Models in Design and Manufacturing of Sand Casting Products***by*Nicolas Perry & Magali Mauchand & Alain Bernard**1011.5715 Quotation for the Value Added Assessment during Product Development and Production Processes***by*Alain Bernard & Nicolas Perry & Jean-Charles Delplace & Serge Gabriel**1011.5714 Cost objective PLM and CE***by*Nicolas Perry & Alain Bernard**1011.5650 A Numerical Study of Radial Basis Function Based Methods for Options Pricing under the One Dimension Jump-diffusion Model***by*Ron T. L. Chan & Simon Hubbert**1011.5343 Inferring Fundamental Value and Crash Nonlinearity from Bubble Calibration***by*Wanfeng Yan & Ryan Woodard & Didier Sornette**1011.5187 Transition from Exponential to Power Law Distributions in a Chaotic Market***by*Carmen Pellicer-Lostao & Ricardo Lopez-Ruiz**1011.5020 Wavelet-Based Prediction for Governance, Diversification and Value Creation Variables***by*Ines Kahloul & Anouar Ben Mabrouk & Slah-Eddine Hallara**1011.4991 Optimal mean-variance investment strategy under value-at-risk constraints***by*Jun Ye & Tiantian Li**1011.4830 The Hartman-Watson Distribution revisited: Asymptotics for Pricing Asian Options***by*Stefan Gerhold**1011.4795 Static replications with traffic light options***by*Michael Schmutz & Thomas Z\"urcher**1011.4732 Solving Optimal Dividend Problems via Phase-type Fitting Approximation of Scale Functions***by*Masahiko Egami & Kazutoshi Yamazaki**1011.4547 Calibration of One- and Two-Factor Models For Valuation of Energy Multi-Asset Derivative Contracts***by*Josh Gray & Konstantin Palamarchuk**1011.4499 A Functional Approach to FBSDEs and Its Application in Optimal Portfolios***by*G. Liang & T. Lyons & Z. Qian**1011.4404 The time resolution of the St. Petersburg paradox***by*Ole Peters**1011.4336 Impact of the topology of global macroeconomic network on the spreading of economic crises***by*Kyu-Min Lee & Jae-Suk Yang & Gunn Kim & Jaesung Lee & Kwang-Il Goh & In-mook Kim**1011.3975 Cumulant Expansion and Monthly Sum Derivative***by*V. M. Belyaev**1011.3834 Ising-like agent-based technology diffusion model: adoption patterns vs. seeding strategies***by*Carlos E. Laciana & Santiago L. Rovere**1011.3736 Risk-Neutral Pricing of Financial Instruments in Emission Markets: A Structural Approach***by*Sam Howison & Daniel Schwarz**1011.3707 Networks of Economic Market Interdependence and Systemic Risk***by*Dion Harmon & Blake Stacey & Yavni Bar-Yam & Yaneer Bar-Yam**1011.3685 Multidimensional dynamic risk measure via conditional g-expectation***by*Yuhong Xu**1011.3599 A finite dimensional approximation for pricing moving average options***by*Marie Bernhart & Peter Tankov & Xavier Warin**1011.3355 Dangers of Bilateral Counterparty Risk: the fundamental impact of closeout conventions***by*Damiano Brigo & Massimo Morini**1011.3247 A simple discretization scheme for nonnegative diffusion processes, with applications to option pricing***by*Chantal Labb\'e & Bruno R\'emillard & Jean-Fran\c{c}ois Renaud**1011.3246 Reduced form models of bond portfolios***by*Matti Koivu & Teemu Pennanen**1011.3225 Temporal Evolution of Financial Market Correlations***by*Daniel J. Fenn & Mason A. Porter & Stacy Williams & Mark McDonald & Neil F. Johnson & Nick S. Jones**1011.2958 Superhedging and Dynamic Risk Measures under Volatility Uncertainty***by*Marcel Nutz & H. Mete Soner**1011.2882 The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations, Volume III***by*Ryan Woodard & Didier Sornette & Maxim Fedorovsky**1011.2827 MCMC estimation of default and recovery dependent via the latent systematic factor***by*Xiaolin Luo & Pavel V. Shevchenko**1011.2674 Cross-correlations between volume change and price change***by*Boris Podobnik & Davor Horvatic & Alexander M. Petersen & H. Eugene Stanley**1011.2670 Bankruptcy risk model and empirical tests***by*Boris Podobnik & Davor Horvatic & Alexander M. Petersen & Branko Uro\v{s}evi\'c & H. Eugene Stanley**1011.2651 A Semigroup Point Of View On Splitting Schemes For Stochastic (Partial) Differential Equations***by*Philipp Doersek & Josef Teichmann**1011.2385 The foreign exchange market: return distributions, multifractality, anomalous multifractality and Epps effect***by*Stanislaw Drozdz & Jaroslaw Kwapien & Pawel Oswiecimka & Rafal Rak**1011.1796 Using The Censored Gamma Distribution for Modeling Fractional Response Variables with an Application to Loss Given Default***by*Fabio Sigrist & Werner A. Stahel**1011.1475 Applications of the quadratic covariation differentiation theory: variants of the Clark-Ocone and Stroock's formulas***by*Hassan Allouba & Ramiro Fontes**1011.1329 Ruin probability in the presence of risky investments***by*Serguei Pergamenchtchikov & Zeitouny Omar**1011.1234 Storage option an Analytic approach***by*Dmitry Lesnik**1011.1175 Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model***by*L. Z. J. Liang & D. Lemmens & J. Tempere**1011.1011 Financial correlations at ultra-high frequency: theoretical models and empirical estimation***by*Iacopo Mastromatteo & Matteo Marsili & Patrick Zoi**1011.0828 Parsimonious HJM Modelling for Multiple Yield-Curve Dynamics***by*Nicola Moreni & Andrea Pallavicini**1011.0748 Response of double-auction markets to instantaneous Selling-Buying signals with stochastic Bid-Ask spread***by*Takero Ibuki & Jun-ichi Inoue**1011.0458 Leverage Bubble***by*Wanfeng Yan & Ryan Woodard & Didier Sornette**1011.0423 A note comprising a negative resolution of the Efficient Market Hypothesis***by*Robert Viragh**1011.0248 Hedging Pure Endowments with Mortality Derivatives***by*Ting Wang & Virginia R. Young**1010.6050 Entering New Markets-a Challenge in Times of Crisis***by*Anca Gheorghiu & Anda Gheorghiu**1010.6026 Statistical properties of derivatives: a journey in term structures***by*Delphine Lautier & Franck Raynaud**1010.5810 Quantile hedging for multiple assets derivatives***by*Michal Barski**1010.5808 Heath-Jarrow-Morton-Musiela equation with linear volatility***by*Michal Barski & Jerzy Zabczyk**1010.5653 Topology of the correlation networks among major currencies using hierarchical structure methods***by*Mustafa Keskin & Bayram Deviren & Yusuf Kocakaplan**1010.5648 The additive property of the inconsistency degree in intertemporal decision making through the generalization of psychophysical laws***by*Natalia Destefano & Alexandre Souto Martinez**1010.5203 Time-Changed Fast Mean-Reverting Stochastic Volatility Models***by*Matthew Lorig**1010.5171 Ordering of multivariate probability distributions with respect to extreme portfolio losses***by*Georg Mainik & Ludger R\"uschendorf**1010.5154 How to predict and avert economic crisis***by*Yong Tao**1010.5136 A Mathematical Approach to Order Book Modeling***by*Frederic Abergel & Aymen Jedidi**1010.4990 Do price and volatility jump together?***by*Jean Jacod & Viktor Todorov**1010.4989 On using shadow prices in portfolio optimization with transaction costs***by*J. Kallsen & J. Muhle-Karbe**1010.4988 Optimal investment policy and dividend payment strategy in an insurance company***by*Pablo Azcue & Nora Muler**1010.4987 On optimal arbitrage***by*Daniel Fernholz & Ioannis Karatzas**1010.4917 Market panic on different time-scales***by*Lisa Borland & Yoan Hassid**1010.4831 Replicating financial market dynamics with a simple self-organized critical lattice model***by*B. Dupoyet & H. R. Fiebig & D. P. Musgrove**1010.4406 Impact of Insurance for Operational Risk: Is it worthwhile to insure or be insured for severe losses?***by*Gareth W. Peters & Aaron D. Byrnes & Pavel V. Shevchenko**1010.4384 Conditional Density Models for Asset Pricing***by*Damir Filipovi\'c & Lane P. Hughston & Andrea Macrina**1010.4339 Dynamic Coherent Acceptability Indices and their Applications to Finance***by*Tomasz R. Bielecki & Igor Cialenco & Zhao Zhang**1010.4322 On the Stability of Utility Maximization Problems***by*Erhan Bayraktar & Ross Kravitz**1010.4226 The nature of price returns during periods of high market activity***by*Khalil al Dayri & Emmanuel Bacry & Jean-Francois Muzy**1010.4055 Constrained NonSmooth Utility Maximization on the Positive Real Line***by*Nicholas Westray & Harry Zheng**1010.4053 A la Carte of Correlation Models: Which One to Choose?***by*Harry Zheng**1010.3820 Morse Potential, Contour Integrals, and Asian Options***by*Peng Zhang**1010.3401 Fifteen Years of Econophysics Research***by*Bikas K. Chakrabarti & Anirban Chakraborti**1010.3225 Socio-economic utility and chemical potential***by*R\'emi Lemoy & Eric Bertin & Pablo Jensen**1010.2981 Hermitian and non-Hermitian covariance estimators for multivariate Gaussian and non-Gaussian assets from random matrix theory***by*Andrzej Jarosz**1010.2865 Long-term and blow-up behaviors of exponential moments in multi-dimensional affine diffusions***by*Rudra P. Jena & Kyoung-Kuk Kim & Hao Xing**1010.2576 On detecting the dependence of time series***by*Nikolai Dokuchaev**1010.2184 Do your volatility smiles take care of extreme events?***by*L. Spadafora & G. P. Berman & F. Borgonovi**1010.2110 Stock loans in incomplete markets***by*Matheus R. Grasselli & Cesar G. Velez**1010.2061 Brownian markets***by*R. Tsekov**1010.2048 Statistical Properties of Cross-Correlation in the Korean Stock Market***by*Gabjin Oh & Cheoljun Eom & Fengzhong Wang & Woo-Sung Jung & H. Eugene Stanley & Seunghwan Kim**1010.1994 The Gompertz-Pareto Income Distribution***by*F. Chami Figueira & N. J. Moura Jr & Marcelo B. Ribeiro**1010.1961 A time before which insiders would not undertake risk***by*Constantinos Kardaras**1010.1689 An Efficient, Distributable, Risk Neutral Framework for CVA Calculation***by*Dongsheng Lu & Frank Juan**1010.1617 FX Smile in the Heston Model***by*Agnieszka Janek & Tino Kluge & Rafal Weron & Uwe Wystup**1010.1413 Competitive market for multiple firms and economic crisis***by*Yong Tao**1010.1372 Sequential Monte Carlo pricing of American-style options under stochastic volatility models***by*Bhojnarine R. Rambharat & Anthony E. Brockwell**1010.1212 On Calibrating Stochastic Volatility Models with time-dependent Parameters***by*Wolfgang Putschoegl**1010.0854 On low-sampling-rate Kramers-Moyal coefficients***by*C. Anteneodo & S. M. Duarte Queiros**1010.0829 Information-based models for finance and insurance***by*Edward Hoyle**1010.0627 Asymptotics and Duality for the Davis and Norman Problem***by*Stefan Gerhold & Johannes Muhle-Karbe & Walter Schachermayer**1010.0410 Structure and Response in the World Trade Network***by*Jiankui He & Michael W. Deem**1010.0208 Equilibrium distributions and relaxation times in gas-like economic models: an analytical derivation***by*Xavier Calbet & Jose-Luis Lopez & Ricardo Lopez-Ruiz**1010.0090 Correcting the holder-extendible European put formula***by*Pavel V. Shevchenko**1010.0080 Optimal consumption and investment in incomplete markets with general constraints***by*Patrick Cheridito & Ying Hu**1010.0027 How sensitive are equilibrium pricing models to real-world distortions?***by*Harbir Lamba**1009.6157 Statistical causes for the Epps effect in microstructure noise***by*Michael C. M\"unnix & Rudi Sch\"afer & Thomas Guhr**1009.5973 On a numerical approximation scheme for construction of the early exercise boundary for a class of nonlinear Black-Scholes equations***by*Daniel Sevcovic**1009.5830 Self-organized criticality in a network of economic agents with finite consumption***by*Jo\~ao P. da Cruz & Pedro G. Lind**1009.5806 Density quantization method in the optimal portfolio choice with partial observation of stochastic volatility***by*Grzegorz Ha{\l}aj**1009.5800 Will the US Economy Recover in 2010? A Minimal Spanning Tree Study***by*Yiting Zhang & Gladys Hui Ting Lee & Jian Cheng Wong & Jun Liang Kok & Manamohan Prusty & Siew Ann Cheong**1009.5499 Kinetic models for socio-economic dynamics of speculative markets***by*D. Maldarella & L. Pareschi**1009.5495 American Options Pricing under Stochastic Volatility: Approximation of the Early Exercise Surface and Monte Carlo Simulations***by*Yu. A. Kuperin & P. A. Poloskov**1009.5401 Capital allocation for credit portfolios under normal and stressed market conditions***by*Norbert Jobst & Dirk Tasche**1009.5129 A certain estimate of volatility through return for stochastic volatility models***by*Mikhail Martynov & Olga Rozanova**1009.5075 Adaptive Expectations, Confirmatory Bias, and Informational Efficiency***by*Gani Aldashev & Timoteo Carletti & Simone Righi**1009.4886 Error bounds for small jumps of L\'evy processes***by*El Hadj Aly Dia**1009.4884 Connecting discrete and continuous lookback or hindsight options in exponential L\'evy models***by*El Hadj Aly Dia & Damien Lamberton**1009.4843 A quantum model for the stock market***by*Chao Zhang & Lu Huang**1009.4835 Financial LPPL Bubbles with Mean-Reverting Noise in the Frequency Domain***by*Vincenzo Liberatore**1009.4818 Semi-Closed Form Cubature and Applications to Financial Diffusion Models***by*Christian Bayer & Peter Friz & Ronnie Loeffen**1009.4785 Individual and collective stock dynamics: intra-day seasonalities***by*Romain Allez & Jean-Philippe Bouchaud**1009.4683 Efficient Computation of Optimal Trading Strategies***by*Victor Boyarshinov & Malik Magdon-Ismail**1009.4587 Analytical and Numerical Approaches to Pricing the Path-Dependent Options with Stochastic Volatility***by*Yu. A. Kuperin & P. A. Poloskov**1009.4489 Complex Networks and Symmetry II: Reciprocity and Evolution of World Trade***by*Franco Ruzzenenti & Diego Garlaschelli & Riccardo Basosi**1009.4211 Small-time expansions of the distributions, densities, and option prices of stochastic volatility models with L\'evy jumps***by*J. E. Figueroa-L\'opez & R. Gong & C. Houdr\'e**1009.4146 A three dimensional stochastic Model for Claim Reserving***by*Magda Schiegl**1009.4143 On the Savety Loading for Chain Ladder Estimates: A Monte Carlo Simulation Study***by*Magda Schiegl**1009.4142 About the Justification of Experience Rating: Bonus Malus System and a new Poisson Mixture Model***by*Magda Schiegl**1009.3810 Asset pricing with random information flow***by*Dorje C. Brody & Yan Tai Law**1009.3760 Liquidity-adjusted Market Risk Measures with Stochastic Holding Period***by*Damiano Brigo & Claudio Nordio**1009.3753 Transaction fees and optimal rebalancing in the growth-optimal portfolio***by*Yu Feng & Matus Medo & Liang Zhang & Yi-Cheng Zhang

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