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### 2010

**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**1009.3638 Scaling portfolio volatility and calculating risk contributions in the presence of serial cross-correlations***by*Nikolaus Rab & Richard Warnung**1009.3556 Perpetual Cancellable American Call Option***by*Thomas J. Emmerling**1009.3550 Exponential wealth distribution in different discrete economic models***by*Ricardo Lopez-Ruiz**1009.3479 Incomplete Continuous-time Securities Markets with Stochastic Income Volatility***by*Peter Ove Christensen & Kasper Larsen**1009.3361 Completing CVA and Liquidity: Firm-Level Positions and Collateralized Trades***by*Chris Kenyon**1009.3247 Optimal control of risk process in a regime-switching environment***by*Chao Zhu**1009.2973 On a free boundary problem for an American put option under the CEV process***by*Miao Xu & Charles Knessl**1009.2928 The endogenous dynamics of markets: price impact and feedback loops***by*Jean-Philippe Bouchaud**1009.2896 On the nature of financial leverage***by*Yaroslav Ivanenko**1009.2782 Small-time asymptotics for fast mean-reverting stochastic volatility models***by*Jin Feng & Jean-Pierre Fouque & Rohini Kumar**1009.2743 Mesoscopic modelling of financial markets***by*S. Cordier & L. Pareschi & C. Piatecki**1009.2721 Convergence of Income Growth Rates in Evolutionary Agent-Based Economics***by*Volker Nannen**1009.2696 A contribution to the systematics of stochastic volatility models***by*Frantisek Slanina**1009.2631 Google matrix of business process management***by*M. Abel & D. L. Shepelyansky**1009.2329 Tick size and price diffusion***by*Gabriele La Spada & J. Doyne Farmer & Fabrizio Lillo**1009.2168 Random G-expectations***by*Marcel Nutz**1009.1446 Comparing Prediction Market Structures, With an Application to Market Making***by*Aseem Brahma & Sanmay Das & Malik Magdon-Ismail**1009.1269 Optimal Dividend and reinsurance strategy of a Property Insurance Company under Catastrophe Risk***by*Zongxia Liang & Lin He & Jiaoling Wu**1009.1105 Coherent Patterns in Nuclei and in Financial Markets***by*S. Drozdz & J. Kwapien & J. Speth**1009.1100 The joint distribution of stock returns is not elliptical***by*R\'emy Chicheportiche & Jean-Philippe Bouchaud**1009.0972 Are large complex economic systems unstable ?***by*Sitabhra Sinha**1009.0932 On the Multi-Dimensional Controller and Stopper Games***by*Erhan Bayraktar & Yu-Jui Huang**1009.0769 Chaos and Unraveling in Matching Markets***by*Songzi Du & Yair Livne**1009.0635 Numerical methods for optimal insurance demand under marked point processes shocks***by*Mohamed Mnif**1009.0299 A simple model for asset price bubble formation and collapse***by*Alexander Kiselev & Lenya Ryzhik**1008.5373 Penalty Decomposition Methods for Rank Minimization***by*Zhaosong Lu & Yong Zhang**1008.5058 Optimal insurance demand under marked point processes shocks: a dynamic programming duality approach***by*Mohamed Mnif**1008.5055 Normalization for Implied Volatility***by*Masaaki Fukasawa**1008.4841 Path Integral and Asian Options***by*Peng Zhang**1008.4611 Large systems of diffusions interacting through their ranks***by*Mykhaylo Shkolnikov**1008.3880 Analysis of the sensitivity to discrete dividends : A new approach for pricing vanillas***by*Arnaud Gocsei & Fouad Sahel**1008.3840 Statistical and Multifractal Properties of the Time Series Generated by a Modified Minority Game***by*Yu. A. Kuperin & M. M. Morozova**1008.3746 Belief Propagation Algorithm for Portfolio Optimization Problems***by*Takashi Shinzato & Muneki Yasuda**1008.3722 BSDEs with time-delayed generators of a moving average type with applications to non-monotone preferences***by*{\L}ukasz Delong**1008.3718 Monte Carlo Portfolio Optimization for General Investor Risk-Return Objectives and Arbitrary Return Distributions: a Solution for Long-only Portfolios***by*William T. Shaw**1008.3650 Optimal Timing to Purchase Options***by*Tim Leung & Michael Ludkovski**1008.3427 Log-supermodularity of weight functions and the loading monotonicity of weighted insurance premiums***by*Hristo S. Sendov & Ying Wang & Ricardas Zitikis**1008.3276 No-arbitrage of second kind in countable markets with proportional transaction costs***by*Bruno Bouchard & Erik Taflin**1008.2663 Models of self-financing hedging strategies in illiquid markets: symmetry reductions and exact solutions***by*Ljudmila A. Bordag & Anna Mikaelyan**1008.2421 Maximum penalized quasi-likelihood estimation of the diffusion function***by*Jeff Hamrick & Yifei Huang & Constantinos Kardaras & Murad Taqqu**1008.2292 Sibuya copulas***by*Marius Hofert & Frederic Vrins**1008.2226 Non-existence of Markovian time dynamics for graphical models of correlated default***by*Steven N. Evans & Alexandru Hening**1008.2179 Statistical mechanics of money, debt, and energy consumption***by*Victor M. Yakovenko**1008.2104 Moment Explosion in the LIBOR Market Model***by*Stefan Gerhold**1008.1960 Is an historical economic crisis upcoming?***by*Caglar Tuncay**1008.1846 An algorithmic information-theoretic approach to the behaviour of financial markets***by*Hector Zenil & Jean-Paul Delahaye**1008.1108 Calculation of aggregate loss distributions***by*Pavel V. Shevchenko**1008.1032 Modeling total expenditure on warranty claims***by*Abhimanyu Mitra & Sidney I. Resnick**1008.0836 The Effect of Non-Smooth Payoffs on the Penalty Approximation of American Options***by*Sam Howison & Christoph Reisinger & Jan Hendrik Witte**1008.0758 A Chaotic Approach to Market Dynamics***by*Carmen Pellicer-Lostao & Ricardo Lopez-Ruiz**1008.0401 A Penalty Method for the Numerical Solution of Hamilton-Jacobi-Bellman (HJB) Equations in Finance***by*Jan Hendrik Witte & Christoph Reisinger**1008.0160 Long-term correlations and multifractal nature in the intertrade durations of a liquid Chinese stock and its warrant***by*Yong-Ping Ruan & Wei-Xing Zhou**1008.0149 Bayesian Cointegrated Vector Autoregression models incorporating Alpha-stable noise for inter-day price movements via Approximate Bayesian Computation***by*Gareth W. Peters & Balakrishnan B. Kannan & Ben Lasscock & Chris Mellen & Simon Godsill**1008.0126 Asymptotics of Random Contractions***by*Enkelejd Hashorva & Anthony G. Pakes & Qihe Tang**1007.5433 Analytical Framework for Credit Portfolios***by*Mikhail Voropaev**1007.5413 Optimization of Financial Instrument Parcels in Stochastic Wavelet Model***by*A. M. Avdeenko**1007.5376 Optimal control of a big financial company with debt liability under bankrupt probability constraints***by*Zongxia Liang & Bin Sun**1007.5353 Asymptotic equivalence in Lee's moment formulas for the implied volatility and Piterbarg's conjecture***by*Archil Gulisashvili**1007.5274 Volatilities That Change with Time: The Temporal Behavior of the Distribution of Stock-Market Prices***by*Achilles D. Speliotopoulos**1007.5074 Statistical mechanics approach to the probability distribution of money***by*Victor M. Yakovenko**1007.4372 Approximations and asymptotics of upper hedging prices in multinomial models***by*Ryuichi Nakajima & Masayuki Kumon & Akimichi Takemura & Kei Takeuchi**1007.4366 A Fast Mean-Reverting Correction to Heston's Stochastic Volatility Model***by*Jean-Pierre Fouque & Matthew Lorig**1007.4361 Spectral Decomposition of Option Prices in Fast Mean-Reverting Stochastic Volatility Models***by*Jean-Pierre Fouque & Sebastian Jaimungal & Matthew Lorig**1007.4264 Lowest Unique Bid Auctions***by*Marco Scarsini & Eilon Solan & Nicolas Vieille**1007.3601 Strategic Insights From Playing the Quantum Tic-Tac-Toe***by*J. N. Leaw & S. A. Cheong**1007.3362 Picard approximation of stochastic differential equations and application to LIBOR models***by*Antonis Papapantoleon & David Skovmand**1007.3347 On-line trading as a renewal process: Waiting time and inspection paradox***by*Jun-ichi Inoue & Naoya Sazuka & Enrico Scalas**1007.3316 Pricing in an equilibrium based model for a large investor***by*David German**1007.2968 Exact Pricing and Hedging Formulas of Long Dated Variance Swaps under a $3/2$ Volatility Model***by*Leunglung Chan & Eckhard Platen**1007.2817 The fractional volatility model: No-arbitrage, leverage and risk measures***by*R. Vilela Mendes & Maria Jo\~ao Oliveira**1007.2593 Empirical Limitations on High Frequency Trading Profitability***by*Michael Kearns & Alex Kulesza & Yuriy Nevmyvaka**1007.2352 Automated Liquidity Provision and the Demise of Traditional Market Making***by*Austin Gerig & David Michayluk**1007.1908 Target market risk evaluation***by*Anda Gheorghiu & Anca Gheorghiu & Ion Spanulescu**1007.1706 CDO term structure modelling with Levy processes and the relation to market models***by*Thorsten Schmidt & Jerzy Zabczyk**1007.1631 Price dynamics in financial markets: a kinetic approach***by*Dario Maldarella & Lorenzo Pareschi**1007.0691 Phase transition in a log-normal Markov functional model***by*Dan Pirjol**1007.0610 What risk measures are time consistent for all filtrations?***by*Samuel N. Cohen**1007.0515 Liquidity in Credit Networks: A Little Trust Goes a Long Way***by*Pranav Dandekar & Ashish Goel & Ramesh Govindan & Ian Post**1007.0472 Georg de Buquoy - Founder of Mathematical Economy with South Bohemian Roots***by*Dalibor Stys & Miroslav Valcihova**1007.0461 How simple regulations can greatly reduce inequality***by*J. R. Iglesias**1007.0199 Optimal execution strategy in the presence of permanent price impact and fixed transaction cost***by*Mauricio Junca**1007.0026 A Dynamical Model for Forecasting Operational Losses***by*Marco Bardoscia & Roberto Bellotti**1006.5847 Estimating correlation and covariance matrices by weighting of market similarity***by*Michael C. M\"unnix & Rudi Sch\"afer & Oliver Grothe**1006.5587 Econophysics on Real Economy -The First Decade of the Kyoto Econophysics Group-***by*Hideaki Aoyama & Yoshi Fujiwara & Yuichi Ikeda & Hiroshi Iyetomi & Wataru Souma**1006.5490 Is high-frequency trading inducing changes in market microstructure and dynamics?***by*Reginald D. Smith**1006.5473 Alarm System for Insurance Companies: A Strategy for Capital Allocation***by*Shubhabrata Das & Marie Kratz**1006.5230 Optimizing a basket against the efficient market hypothesis***by*Fr\'ed\'eric Abergel & Mauro Politi**1006.5057 Horizon dependence of utility optimizers in incomplete models***by*Kasper Larsen & Hang Yu**1006.5044 Modelling savings behavior of agents in the kinetic exchange models of market***by*Anindya S. Chakrabarti**1006.4968 Validation of credit default probabilities via multiple testing procedures***by*Sebastian D\"ohler**1006.4767 Interest-Rate Modeling with Multiple Yield Curves***by*Andrea Pallavicini & Marco Tarenghi**1006.4595 Wealth Distributions in Asset Exchange Models***by*P. L. Krapivsky & S. Redner**1006.4517 Reduced form modeling of limit order markets***by*Pekka Malo & Teemu Pennanen**1006.4382 Fairness Is an Emergent Self-Organized Property of the Free Market for Labor***by*Venkat Venkatasubramanian**1006.4083 Convex duality in stochastic programming and mathematical finance***by*Teemu Pennanen**1006.4070 Computation of vector sublattices and minimal lattice-subspaces of R^k. Applications in finance***by*V. N. Katsikis & I. A. Polyrakis**1006.3956 Econophysics: A new discipline***by*Sonia R. Bentes**1006.3923 Complex Networks and Symmetry I: A Review***by*Diego Garlaschelli & Franco Ruzzenenti & Riccardo Basosi**1006.3708 Econophysics studies in Estonia***by*M. Patriarca & E. Heinsalu & R. Kitt & J. Kalda**1006.3521 Business fluctuations in a credit-network economy***by*Domenico Delli Gatti & Mauro Gallegati & Bruce Greenwald & Alberto Russo & Joseph E. Stiglitz**1006.3340 Numerical methods for the L\'evy LIBOR model***by*Antonis Papapantoleon & David Skovmand**1006.3337 Bounds on Stock Price probability distributions in Local-Stochastic Volatility models***by*Vlad Bally & Stefano De Marco**1006.3224 Outperforming the market portfolio with a given probability***by*Erhan Bayraktar & Yu-Jui Huang & Qingshuo Song**1006.3096 Non-Hermitean Wishart random matrices (I)***by*Eugene Kanzieper & Navinder Singh**1006.2909 Credit Risk, Market Sentiment and Randomly-Timed Default***by*Dorje C. Brody & Lane P. Hughston & Andrea Macrina**1006.2862 A note on the theory of fast money flow dynamics***by*Andrey Sokolov & Tien Kieu & Andrew Melatos**1006.2712 Absolute ruin in the Ornstein-Uhlenbeck type risk model***by*Ronnie L. Loeffen & Pierre Patie**1006.2711 Recovery Rates in investment-grade pools of credit assets: A large deviations analysis***by*Konstantinos Spiliopoulos & Richard B. Sowers**1006.2555 Price as a matter of choice and nonstochastic randomness***by*Yaroslav Ivanenko**1006.2489 Cumulant Approach of Arbitrary Truncated Levy Flight***by*Dmitry V. Vinogradov**1006.2294 Small-Time Asymptotics of Option Prices and First Absolute Moments***by*Johannes Muhle-Karbe & Marcel Nutz**1006.2281 Exact and high order discretization schemes for Wishart processes and their affine extensions***by*Abdelkoddousse Ahdida & Aur\'elien Alfonsi**1006.2273 Good-deal bounds in a regime-switching diffusion market***by*Catherine Donnelly**1006.2057 The individual income distribution in Argentina in the period 2000-2009. A unique source of non stationary data***by*Juan C. Ferrero**1006.2012 Discrete tenor models for credit risky portfolios driven by time-inhomogeneous L\'evy processes***by*Ernst Eberlein & Zorana Grbac & Thorsten Schmidt**1006.2010 Prediction accuracy and sloppiness of log-periodic functions***by*David Br\'ee & Damien Challet & Pier Paolo Peirano**1006.1996 Functionals of Exponential Brownian Motion and Divided Differences***by*Brad Baxter & Raymond Brummelhuis**1006.1882 Market dynamics immediately before and after financial shocks: quantifying the Omori, productivity and Bath laws***by*Alexander M. Petersen & Fengzhong Wang & Shlomo Havlin & H. Eugene Stanley**1006.1791 Investigating Causal Relationships in Stock Returns with Temporal Logic Based Methods***by*Samantha Kleinberg & Petter N. Kolm & Bud Mishra**1006.1350 Copula Processes***by*Andrew Gordon Wilson & Zoubin Ghahramani**1006.0863 A Loan Portfolio Model Subject to Random Liabilities and Systemic Jump Risk***by*Luis H. R. Alvarez & Jani Sainio**1006.0768 Numerical methods for an optimal order execution problem***by*Fabien Guilbaud & Mohamed Mnif & Huy\^en Pham**1006.0697 Recent progress in random metric theory and its applications to conditional risk measures***by*Tiexin Guo**1006.0628 Emergence of universal scaling in financial markets from mean-field dynamics***by*S. V. Vikram & Sitabhra Sinha**1006.0469 Pseudorandom Financial Derivatives***by*David Zuckerman**1006.0310 On the strategic use of risk and undesirable goods in multidimensional screening***by*Aim\'e Lachapelle & Filippo Santambrogio**1006.0155 Scaling and multiscaling in financial series: a simple model***by*Alessandro Andreoli & Francesco Caravenna & Paolo Dai Pra & Gustavo Posta**1005.5675 The Financial Bubble Experiment: Advanced Diagnostics and Forecasts of Bubble Terminations Volume II-Master Document***by*Didier Sornette & Ryan Woodard & Maxim Fedorovsky & Stefan Reimann & Hilary Woodard & Wei-Xing Zhou**1005.5538 The Impact of Credit Risk and Implied Volatility on Stock Returns***by*Florian Steiger**1005.5105 The dual optimizer for the growth-optimal portfolio under transaction costs***by*Stefan Gerhold & Johannes Muhle-Karbe & Walter Schachermayer**1005.5082 A Note on Sparse Minimum Variance Portfolios and Coordinate-Wise Descent Algorithms***by*Yu-Min Yen

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