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### 2009

**0911.1694 Regularizing Portfolio Optimization***by*Susanne Still & Imre Kondor**0911.1662 A Dynamic Model for Credit Index Derivatives***by*Louis Paulot**0911.1610 Pricing Fixed-Income Securities in an Information-Based Framework***by*Lane P. Hughston & Andrea Macrina**0911.1575 Formulas for the Laplace Transform of Stopping Times based on Drawdowns and Drawups***by*Hongzhong Zhang & Olympia Hadjiliadis**0911.1119 Bonds with volatilities proportional to forward rates***by*Michal Baran & Jerzy Zabczyk**0911.0928 Empirical asset pricing with nonlinear risk premia***by*Aleksandar Mijatovic & Paul Schneider**0911.0805 Market Implied Probability Distributions and Bayesian Skew Estimation***by*Ulrich Kirchner**0911.0750 Discrete-Time Interest Rate Modelling***by*Lane P. Hughston & Andrea Macrina**0911.0562 A remark on Gatheral's 'most-likely path approximation' of implied volatility***by*Martin Keller-Ressel & Josef Teichmann**0911.0454 The Financial Bubble Experiment: advanced diagnostics and forecasts of bubble terminations***by*Didier Sornette & Ryan Woodard & Maxim Fedorovsky & Stefan Reimann & Hilary Woodard & Wei-Xing Zhou**0911.0373 Analyticity of the Wiener-Hopf factors and valuation of exotic options in L\'evy models***by*Ernst Eberlein & Kathrin Glau & Antonis Papapantoleon**0911.0223 Analytical Framework for Credit Portfolios. Part I: Systematic Risk***by*Mikhail Voropaev**0911.0113 Study of the risk-adjusted pricing methodology model with methods of Geometrical Analysis***by*Ljudmila A. Bordag**0911.0057 Scaling and memory in the non-poisson process of limit order cancelation***by*Xiao-Hui Ni & Zhi-Qiang Jiang & Gao-Feng Gu & Fei Ren & Wei Chen & Wei-Xing Zhou**0910.5655 Dual Quantization for random walks with application to credit derivatives***by*Gilles Pag\`es & Benedikt Wilbertz**0910.5398 Inf-convolution of G-expectations***by*Xuepeng Bai & Rainer Buckdahn**0910.5185 Nonparametric methods for volatility density estimation***by*Bert van Es & Peter Spreij & Harry van Zanten**0910.5101 Optimal partial hedging in a discrete-time market as a knapsack problem***by*Peter G. Lindberg**0910.5033 A Heat Kernel Approach to Interest Rate Models***by*Jiro Akahori & Yuji Hishida & Josef Teichmann & Takahiro Tsuchiya**0910.4941 Old and new approaches to LIBOR modeling***by*Antonis Papapantoleon**0910.4348 Complex Systems: From Nuclear Physics to Financial Markets***by*J. Speth & S. Drozdz & F. Gruemmer**0910.4257 Obstacle problem for Arithmetic Asian options***by*Laura Monti & Andrea Pascucci**0910.4177 Exact Simulation of Bessel Diffusions***by*Roman N. Makarov & Devin Glew**0910.3936 Admissible Strategies in Semimartingale Portfolio Selection***by*Sara Biagini & Ale\v{s} \v{C}ern\'y**0910.3695 Has the world economy reached its globalization limit?***by*Janusz Miskiewicz & Marcel Ausloos**0910.3258 Hedging in an equilibrium-based model for a large investor***by*David German**0910.2909 Compensating asynchrony effects in the calculation of financial correlations***by*Michael C. M\"unnix & Rudi Sch\"afer & Thomas Guhr**0910.2696 Implied Multi-Factor Model for Bespoke CDO Tranches and other Portfolio Credit Derivatives***by*Igor Halperin**0910.2524 Universal and nonuniversal allometric scaling behaviors in the visibility graphs of world stock market indices***by*Meng-Cen Qian & Zhi-Qiang Jiang & Wei-Xing Zhou**0910.2474 Multifractal analysis and instability index of prior-to-crash market situations***by*M. Piacquadio & F. O. Redelico**0910.2447 Activity Dependent Branching Ratios in Stocks, Solar X-ray Flux, and the Bak-Tang-Wiesenfeld Sandpile Model***by*Elliot Martin & Amer Shreim & Maya Paczuski**0910.2367 Risk Concentration and Diversification: Second-Order Properties***by*Matthias Degen & Dominik D. Lambrigger & Johan Segers**0910.2309 Closed form asymptotics for local volatility models***by*Wen Cheng & Nick Costanzino & John Liechty & Anna Mazzucato & Victor Nistor**0910.2091 BSDEs with random default time and their applications to default risk***by*Shige Peng & Xiaoming Xu**0910.1671 Geometric Arbitrage Theory and Market Dynamics***by*Simone Farinelli**0910.1430 State price density estimation via nonparametric mixtures***by*Ming Yuan**0910.1394 Statistical mixing and aggregation in Feller diffusion***by*Celia Anteneodo & Silvio M. Duarte Queiros**0910.1205 Financial Applications of Random Matrix Theory: a short review***by*J. P. Bouchaud & M. Potters**0910.1166 Optimal split of orders across liquidity pools: a stochastic algorithm approach***by*Sophie Laruelle & Charles-Albert Lehalle & Gilles Pag\`es**0910.0545 A general "bang-bang" principle for predicting the maximum of a random walk***by*Pieter C. Allaart**0910.0236 Joint Modelling of Gas and Electricity spot prices***by*Noufel Frikha & Vincent Lemaire**0910.0137 Affine processes on positive semidefinite matrices***by*Christa Cuchiero & Damir Filipovi\'c & Eberhard Mayerhofer & Josef Teichmann**0910.0087 Wavelet Based Volatility Clustering Estimation of Foreign Exchange Rates***by*A. N. Sekar Iyengar**0910.0064 Eroding market stability by proliferation of financial instruments***by*Fabio Caccioli & Matteo Marsili & Pierpaolo Vivo**0909.5389 A Steady State Solution to a Mortgage Pricing Problem***by*Dejun Xie**0909.4948 Optimal Stopping for Dynamic Convex Risk Measures***by*Erhan Bayraktar & Ioannis Karatzas & Song Yao**0909.4815 Stability analysis with applications of a two-dimensional dynamical system arising from a stochastic model of an asset market***by*Vladimir Belitsky & Antonio L. Pereira & Fernando P. de Almeida Prado**0909.4765 Linear stochastic volatility models***by*Jacek Jakubowski & Maciej Wisniewolski**0909.4730 Growth-optimal investments and numeraire portfolios under transaction costs: An analysis based on the von Neumann-Gale model***by*Wael Bahsoun & Igor V. Evstigneev & Michael I. Taksar**0909.4089 Defaultable bonds with an infinite number of Levy factors***by*Jacek Jakubowski & Mariusz Nieweglowski**0909.3984 Weighted Trade Network in a Model of Preferential Bipartite Transactions***by*Abhijit Chakraborty & S. S. Manna**0909.3978 A Generalized Fourier Transform Approach to Risk Measures***by*G. Bormetti & V. Cazzola & G. Livan & G. Montagna & O. Nicrosini**0909.3891 Stock Market Trading Via Stochastic Network Optimization***by*Michael J. Neely**0909.3890 The Building Blocks of Economic Complexity***by*Cesar A. Hidalgo & Ricardo Hausmann**0909.3655 Utility Function and Optimum Consumption in the models with Habit Formation and Catching up with the Joneses***by*Roman Naryshkin & Matt Davison**0909.3570 On the rates of convergence of simulation based optimization algorithms for optimal stopping problems***by*Denis Belomestny**0909.3482 Schumpeterian economic dynamics as a quantifiable minimum model of evolution***by*Stefan Thurner & Peter Klimek & Rudolf Hanel**0909.3441 Introduction into "Local Correlation Modelling"***by*Alex Langnau**0909.3363 Optimal double stopping time***by*Magdalena Kobylanski & Marie-Claire Quenez & Elisabeth Rouy-Mironescu**0909.3244 Modeling the non-Markovian, non-stationary scaling dynamics of financial markets***by*Fulvio Baldovin & Dario Bovina & Francesco Camana & Attilio L. Stella**0909.3219 Upper and lower bounds on dynamic risk indifference prices in incomplete markets***by*Xavier De Scheemaekere**0909.2885 Financial bubbles analysis with a cross-sectional estimator***by*Frederic Abergel & Nicolas Huth & Ioane Muni Toke**0909.2624 Double Kernel estimation of sensitivities***by*Romuald Elie**0909.2341 Generalized integrands and bond portfolios: Pitfalls and counter examples***by*Erik Taflin**0909.1974 Econophysics: Empirical facts and agent-based models***by*Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frederic Abergel**0909.1690 The scale of market quakes***by*T. Bisig & A. Dupuis & V. Impagliazzo & R. B. Olsen**0909.1478 Markov Chain Monte Carlo on Asymmetric GARCH Model Using the Adaptive Construction Scheme***by*Tetsuya Takaishi**0909.1383 Hidden Noise Structure and Random Matrix Models of Stock Correlations***by*Ivailo I. Dimov & Petter N. Kolm & Lee Maclin & Dan Y. C. Shiber**0909.1142 Optimal intervention in the foreign exchange market when interventions affect market dynamics***by*Alec N. Kercheval & Juan F. Moreno**0909.1007 Bubble Diagnosis and Prediction of the 2005-2007 and 2008-2009 Chinese stock market bubbles***by*Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette & Ryan Woodard & Ken Bastiaensen & Peter Cauwels**0909.0418 World stock market: more sizeable trend reversal likely in February/March 2010***by*Stanislaw Drozdz & Pawel Oswiecimka**0909.0123 Recurrence interval analysis of high-frequency financial returns and its application to risk estimation***by*Fei Ren & Wei-Xing Zhou**0909.0065 Hybrid Atlas models***by*Tomoyuki Ichiba & Vassilios Papathanakos & Adrian Banner & Ioannis Karatzas & Robert Fernholz**0908.4580 A Computational View of Market Efficiency***by*Jasmina Hasanhodzic & Andrew W. Lo & Emanuele Viola**0908.4538 Optimal reinsurance/investment problems for general insurance models***by*Yuping Liu & Jin Ma**0908.4299 Correlation breakdown, copula credit default models and arbitrage***by*Rodanthy Tzani & Alexios P. Polychronakos**0908.4028 Continuously monitored barrier options under Markov processes***by*Aleksandar Mijatovic & Martijn Pistorius**0908.3661 Applications of weak convergence for hedging of game options***by*Yan Dolinsky**0908.3196 A policyholder's utility indifference valuation model for the guaranteed annuity option***by*Matheus R Grasselli & Sebastiano Silla**0908.3043 Gauge Invariance, Geometry and Arbitrage***by*Samuel E. Vazquez & Simone Farinelli**0908.2982 Bayesian inference with an adaptive proposal density for GARCH models***by*Tetsuya Takaishi**0908.2455 Second Order Risk***by*Peter G. Shepard**0908.2086 The International-Trade Network: Gravity Equations and Topological Properties***by*Giorgio Fagiolo**0908.1926 High order discretization schemes for stochastic volatility models***by*Benjamin Jourdain & Mohamed Sbai**0908.1879 Multinetwork of international trade: A commodity-specific analysis***by*Matteo Barigozzi & Giorgio Fagiolo & Diego Garlaschelli**0908.1677 Most Efficient Homogeneous Volatility Estimators***by*A. Saichev & D. Sornette & V. Filimonov**0908.1555 Leverage Causes Fat Tails and Clustered Volatility***by*Stefan Thurner & J. Doyne Farmer & John Geanakoplos**0908.1444 Portfolio Optimization Under Uncertainty***by*Alex Dannenberg**0908.1211 Optimal execution of Portfolio transactions with geometric price process***by*Gerardo Hernandez-del-Valle & Carlos Pacheco-Gonzalez**0908.1089 The components of empirical multifractality in financial returns***by*Wei-Xing Zhou**0908.1086 On the uniqueness of classical solutions of Cauchy problems***by*Erhan Bayraktar & Hao Xing**0908.1082 Strict Local Martingale Deflators and Pricing American Call-Type Options***by*Erhan Bayraktar & Constantinos Kardaras & Hao Xing**0908.1014 Selling a stock at the ultimate maximum***by*Jacques du Toit & Goran Peskir**0908.0949 A queueing theory description of fat-tailed price returns in imperfect financial markets***by*H. Lamba**0908.0840 Robust mean-variance hedging in the single period model***by*R. Tevzadze & T. Uzunashvili**0908.0682 Global risk minimization in financial markets***by*Andreas Martin Lisewski**0908.0348 The Structure and Growth of Weighted Networks***by*Massimo Riccaboni & Stefano Schiavo**0908.0202 Market impact and trading profile of large trading orders in stock markets***by*Esteban Moro & Javier Vicente & Luis G. Moyano & Austin Gerig & J. Doyne Farmer & Gabriella Vaglica & Fabrizio Lillo & Rosario N. Mantegna**0908.0111 Statistical Signatures in Times of Panic: Markets as a Self-Organizing System***by*Lisa Borland**0907.5600 Macrostate Parameter, an Econophysics Approach for the Risk Analysis of the Stock Exchange Market Transactions***by*Anca Gheorghiu & Ion Spanulescu**0907.5599 Pricing Bermudan options using nonparametric regression: optimal rates of convergence for lower estimates***by*Denis Belomestny**0907.5363 Dynamical complexity and symplectic integrability***by*Jean-Pierre Marco**0907.5325 Systemic Risk in a Unifying Framework for Cascading Processes on Networks***by*Jan Lorenz & Stefano Battiston & Frank Schweitzer**0907.5276 Bayesian Inference on QGARCH Model Using the Adaptive Construction Scheme***by*Tetsuya Takaishi**0907.4964 A note on heterogeneous beliefs with CRRA utilities***by*A. A. Brown**0907.4953 Heterogeneous Beliefs with Finite-Lived Agents***by*A. A. Brown & L. C. G. Rogers**0907.4950 Heterogeneous Beliefs with Partial Observations***by*A. A. Brown**0907.4136 Binomial Approximations for Barrier Options of Israeli Style***by*Yan Dolinsky & Yuri Kifer**0907.4093 Preferences Yielding the "Precautionary Effect"***by*Michel De Lara**0907.3301 A stochastic reachability approach to portfolio construction in finance industry***by*Giordano Pola & Gianni Pola**0907.3284 Modified detrended fluctuation analysis based on empirical mode decomposition***by*Xi-Yuan Qian & Wei-Xing Zhou & Gao-Feng Gu**0907.3282 An Optimal Execution Problem with Market Impact***by*Takashi Kato**0907.3273 New procedures for testing whether stock price processes are martingales***by*Kei Takeuchi & Akimichi Takemura & Masayuki Kumon**0907.3231 Phenomenology of minority games in efficient regime***by*Karol Wawrzyniak & Wojciech Wislicki**0907.3092 Pricing and Hedging Asian Basket Options with Quasi-Monte Carlo Simulations***by*Nicola Cufaro Petroni & Piergiacomo Sabino**0907.2926 Solvable Nonlinear Volatility Diffusion Models with Affine Drift***by*Giuseppe Campolieti & Roman N. Makarov**0907.2866 Quantitative features of multifractal subtleties in time series***by*Stanislaw Drozdz & Jaroslaw Kwapien & Pawel Oswiecimka & Rafal Rak**0907.2541 Perfect and partial hedging for swing game options in discrete time***by*Y. Dolinsky & Y. Iron & Y. Kifer**0907.2531 A quantum statistical approach to simplified stock markets***by*Fabio Bagarello**0907.2203 Optimal investment on finite horizon with random discrete order flow in illiquid markets***by*Paul Gassiat & Huyen Pham & Mihai Sirbu**0907.1853 Housing Market Microstructure***by*Hazer Inaltekin & Robert Jarrow & Mehmet Saglam & Yildiray Yildirim**0907.1827 The Chinese Equity Bubble: Ready to Burst***by*K. Bastiaensen & P. Cauwels & D. Sornette & R. Woodard & W. -X. Zhou**0907.1221 Credit risk premia and quadratic BSDEs with a single jump***by*Stefan Ankirchner & Christophette Blanchet-Scalliet & Anne Eyraud-Loisel**0907.0941 Differentiability of quadratic BSDEs generated by continuous martingales***by*Peter Imkeller & Anthony R\'eveillac & Anja Richter**0907.0645 An application to credit risk of a hybrid Monte Carlo-Optimal quantization method***by*Giorgia Callegaro & Abass Sagna**0907.0554 Temporal structure and gain/loss asymmetry for real and artificial stock indices***by*Johannes Vitalis Siven & Jeffrey Todd Lins**0906.5581 Strong Taylor approximation of stochastic differential equations and application to the L\'evy LIBOR model***by*Antonis Papapantoleon & Maria Siopacha**0906.5489 Improved and Developed Upper Bound of Price of Anarchy in Two Echelon Case***by*T. Shinzato & I. Kaku**0906.5249 Universal Correlations and Power-Law Tails in Financial Covariance Matrices***by*Gernot Akemann & Jonit Fischmann & Pierpaolo Vivo**0906.4853 Shaping tail dependencies by nesting box copulas***by*Christoph Hummel**0906.4838 Forecasting Model for Crude Oil Price Using Artificial Neural Networks and Commodity Futures Prices***by*Siddhivinayak Kulkarni & Imad Haidar**0906.4456 Path integral approach to Asian options in the Black-Scholes model***by*Jeroen P. A. Devreese & Damiaan Lemmens & Jacques Tempere**0906.4112 Gravity Dual for Reggeon Field Theory and Non-linear Quantum Finance***by*Yu Nakayama**0906.4092 Pricing European Options with a Log Student's t-Distribution: a Gosset Formula***by*Daniel T. Cassidy & Michael J. Hamp & Rachid Ouyed**0906.3968 A Bayesian Networks Approach to Operational Risk***by*V. Aquaro & M. Bardoscia & R. Bellotti & A. Consiglio & F. De Carlo & G. Ferri**0906.3841 Model for Non-Gaussian Intraday Stock Returns***by*Austin Gerig & Javier Vicente & Miguel A. Fuentes**0906.3425 Conditional Value-at-Risk Constraint and Loss Aversion Utility Functions***by*Laetitia Andrieu & Michel De Lara & Babacar Seck**0906.2271 Portfolio optimization when expected stock returns are determined by exposure to risk***by*Carl Lindberg**0906.2100 De Finetti's dividend problem and impulse control for a two-dimensional insurance risk process***by*Irmina Czarna & Zbigniew Palmowski**0906.1899 Money Distributions in Chaotic Economies***by*Carmen Pellicer-Lostao & Ricardo Lopez-Ruiz**0906.1512 Economic interactions and the distribution of wealth***by*Davide Fiaschi & Matteo Marsili**0906.1462 Spiraling toward market completeness and financial instability***by*Matteo Marsili**0906.1444 High frequency market microstructure noise estimates and liquidity measures***by*Yacine A\"it-Sahalia & Jialin Yu**0906.1387 Asymmetric statistics of order books: The role of discreteness and evidence for strategic order placement***by*A. Zaccaria & M. Cristelli & V. Alfi & F. Ciulla & L. Pietronero**0906.0999 The premium of dynamic trading***by*Chun Hung Chiu & Xun Yu Zhou**0906.0702 Optimal Redeeming Strategy of Stock Loans***by*Min Dai & Zuo Quan Xu**0906.0678 Continuous-Time Markowitz's Model with Transaction Costs***by*Min Dai & Zuo Quan Xu & Xun Yu Zhou**0906.0658 Asymptotic Implied Volatility at the Second Order with Application to the SABR Model***by*Louis Paulot**0906.0480 Analysis of a network structure of the foreign currency exchange market***by*Jaroslaw Kwapien & Sylwia Gworek & Stanislaw Drozdz & Andrzej Gorski**0906.0394 Asymptotic Formulas with Error Estimates for Call Pricing Functions and the Implied Volatility at Extreme Strikes***by*A. Gulisashvili**0906.0392 Asymptotic Behavior of the Stock Price Distribution Density and Implied Volatility in Stochastic Volatility Models***by*A. Gulisashvili & E. M. Stein**0906.0208 An example of a stochastic equilibrium with incomplete markets***by*Gordan Zitkovic**0905.4912 Dynamical Clustering of Exchange Rates***by*Daniel J. Fenn & Mason A. Porter & Peter J. Mucha & Mark McDonald & Stacy Williams & Neil F. Johnson & Nick S. Jones**0905.4815 Trading leads to scale-free self-organization***by*M. Ebert & W. Paul**0905.4793 Class formation in a social network with asset exchange***by*Christian H. Sanabria & R. Huerta-Quintanilla & M. Rodriguez-Achach**0905.4740 Jump-Diffusion Risk-Sensitive Asset Management***by*Mark H. A. Davis & Sebastien Lleo**0905.4657 Indifference price with general semimartingales***by*Sara Biagini & Marco Frittelli & Matheus R. Grasselli**0905.4450 Stock Market and Motion of a Variable Mass Spring***by*Enrique Canessa**0905.4272 Complementarity between private and public investment in R&D: A Dynamic Panel Data analysis***by*Sadraoui Tarek & Naceur Ben Zina**0905.4237 Statistical Properties of Fluctuations: A Method to Check Market Behavior***by*Prasanta K. Panigrahi & Sayantan Ghosh & P. Manimaran & Dilip P. Ahalpara**0905.4171 A Prediction Market for Toxic Assets Prices***by*Alan Holland**0905.3928 Estimating discriminatory power and PD curves when the number of defaults is small***by*Dirk Tasche**0905.3891 La prime de risque dans un cadre international : le risque de change est-il appr\'eci\'e ?***by*Mohamed El Hedi Arouri**0905.3875 Are Stock Markets Integrated? Evidence from a Partially Segmented ICAPM with Asymmetric Effects***by*Mohamed El Hedi Arouri**0905.3874 Stock market integration in the Latin American markets: further evidence from nonlinear modeling***by*Fredj Jawadi & Nicolas Million & Mohamed El Hedi Arouri**0905.3873 Structural Breaks in the Mexico's Integration into the World Stock Market***by*Mohamed El Hedi Arouri & Jamel Jouini**0905.3871 A la Recherche des Facteurs D\'eterminants de l'Int\'egration Internationale des March\'es Boursiers : une Analyse sur Donn\'ees de Panel***by*Mohamed El Hedi Arouri**0905.3870 On the short-term influence of oil price changes on stock markets in GCC countries: linear and nonlinear analyses***by*Mohamed El Hedi Arouri & Julien Fouquau**0905.3808 Simulation and Use of Heuristics for Peripheral Economic Policy***by*Mattheos K. Protopapas & Elias B. Kosmatopoulos**0905.3803 Income and Poverty in a Developing Economy***by*Amit K Chattopadhyay & Graeme J Ackland & Sushanta K Mallick**0905.3701 On the Martingale Property of Certain Local Martingales***by*Aleksandar Mijatovic & Mikhail Urusov**0905.3601 Optimal Stopping for Non-linear Expectations***by*Erhan Bayraktar & Song Yao**0905.3326 Volatility derivatives in market models with jumps***by*A. Mijatovic & H. Lo**0905.2926 One-Dimensional Pricing of CPPI***by*Louis Paulot & Xavier Lacroze**0905.2770 Two Curves, One Price: Pricing & Hedging Interest Rate Derivatives Decoupling Forwarding and Discounting Yield Curves***by*Marco Bianchetti**0905.2546 Presentation Du Nouvel Accord De Bale Sur Les Fonds Propres***by*Hamza Fekir**0905.2366 Emergence of Price Divergence in a Model Short-Term Electric Power Market***by*Randall A. LaViolette & Lory A. Ellebracht & Kevin L. Stamber & Charles J. Gieseler & Benjamin K. Cook**0905.2091 Spectral methods for volatility derivatives***by*Claudio Albanese & Harry Lo & Aleksandar Mijatovi\'c**0905.2043 The effect of a market factor on information flow between stocks using minimal spanning tree***by*Cheoljun Eom & Okyu Kwon & Woo-Sung Jung & Seunghwan Kim**0905.1882 Option pricing under Ornstein-Uhlenbeck stochastic volatility: a linear model***by*Giacomo Bormetti & Valentina Cazzola & Danilo Delpini**0905.1518 Colloquium: Statistical mechanics of money, wealth, and income***by*Victor M. Yakovenko & J. Barkley Rosser**0905.0781 Variance-covariance based risk allocation in credit portfolios: analytical approximation***by*Mikhail Voropaev**0905.0582 Empirical regularities of opening call auction in Chinese stock market***by*Gao-Feng Gu & Fei Ren & Xiao-Hui Ni & Wei Chen & Wei-Xing Zhou**0905.0468 A Markovian Model Market - Akerlof's Lemmons and the Asymmetry of Information***by*Paulo F. C. Tilles & Fernando F. Ferreira & Gerson Francisco & Carlos de B. Pereira & Flavia Mori Sarti**0905.0220 Financial Bubbles, Real Estate bubbles, Derivative Bubbles, and the Financial and Economic Crisis***by*Didier Sornette & Ryan Woodard**0905.0155 Weakly nonlinear analysis of the Hamilton-Jacobi-Bellman equation arising from pension savings management***by*Zuzana Macova & Daniel Sevcovic**0905.0129 Correlations, Risk and Crisis: From Physiology to Finance***by*A. N. Gorban & E. V. Smirnova & T. A. Tyukina**0905.0128 A Consistent Model of `Explosive' Financial Bubbles With Mean-Reversing Residuals***by*L. Lin & Ren R. E & D. Sornette**0905.0072 Information of Interest***by*Dorje C. Brody & Robyn L. Friedman**0904.4822 Implied Correlation for Pricing multi-FX options***by*Pavel V. Shevchenko**0904.4620 Haar Wavelets-Based Approach for Quantifying Credit Portfolio Losses***by*Josep J. Masdemont & Luis Ortiz-Gracia**0904.4430 Collective firm bankruptcies and phase transition in rating dynamics***by*Pawe{\l} Sieczka & Janusz A. Ho{\l}yst**0904.4364 Continuous-time trading and the emergence of probability***by*Vladimir Vovk**0904.4131 Executing large orders in a microscopic market model***by*Alexander Weiss**0904.4099 Local Risk Decomposition for High-frequency Trading Systems***by*M. Bartolozzi & C. Mellen**0904.4075 Modeling operational risk data reported above a time-varying threshold***by*Pavel V. Shevchenko & Grigory Temnov**0904.4074 Dynamic operational risk: modeling dependence and combining different sources of information***by*Gareth W. Peters & Pavel V. Shevchenko & Mario V. W\"uthrich**0904.3929 La Loi organique relative aux lois de finances (LOLF) dans les institutions culturelles publiques du spectacle vivant en France***by*Ammar Kessab**0904.3213 Simplified stock markets described by number operators***by*F. Bagarello**0904.3210 Stock markets and quantum dynamics: a second quantized description***by*F. Bagarello

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