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### 2016

**1602.03505 Basel III capital surcharges for G-SIBs fail to control systemic risk and can cause pro-cyclical side effects***by*Sebastian Poledna & Olaf Bochmann & Stefan Thurner**1602.03402 Pricing options on forwards in energy markets: the role of mean reversion's speed***by*Maren Diane Schmeck**1602.03271 A study of co-movements between oil price, stock index and exchange rate under a cross-bicorrelation perspective: the case of Mexico***by*Semei Coronado & Omar Rojas**1602.03238 Valuation of Variable Annuities with Guaranteed Minimum Withdrawal Benefit under Stochastic Interest Rate***by*Xiaolin Luo & Pavel V. Shevchenko**1602.03043 The square-root impact law also holds for option markets***by*Bence Toth & Zoltan Eisler & Jean-Philippe Bouchaud**1602.03011 Unravelling the trading invariance hypothesis***by*Michael Benzaquen & Jonathan Donier & Jean-Philippe Bouchaud**1602.02907 Simulation of volatility modulated Volterra processes using hyperbolic stochastic partial differential equations***by*Fred Espen Benth & Heidar Eyjolfsson**1602.02735 Linear models for the impact of order flow on prices I. Propagators: Transient vs. History Dependent Impact***by*Damian Eduardo Taranto & Giacomo Bormetti & Jean-Philippe Bouchaud & Fabrizio Lillo & Bence Toth**1602.02542 Dynamic Spatial Autoregressive Models with Autoregressive and Heteroskedastic Disturbances***by*Leopoldo Catania & Anna Gloria Bill\'e**1602.02348 Economic and Technological Complexity: A Model Study of Indicators of Knowledge-based Innovation Systems***by*Inga Ivanova & Oivind Strand & Duncan Kushnir & Loet Leydesdorff**1602.02192 On minimising a portfolio's shortfall probability***by*Anatolii A. Puhalskii**1602.02185 Sparse Kalman Filtering Approaches to Covariance Estimation from High Frequency Data in the Presence of Jumps***by*Michael Ho & Jack Xin**1602.02011 Issues with the Smith-Wilson method***by*Andreas Lager{\aa}s & Mathias Lindholm**1602.01960 Multiple Wavelet Coherency Analysis and Forecasting of Metal Prices***by*Emre Kahraman & Gazanfer \"Unal**1602.01578 Modeling the relation between income and commuting distance***by*Giulia Carra & Ismir Mulalic & Mogens Fosgerau & Marc Barthelemy**1602.01271 On the parameter identifiability problem in Agent Based economical models***by*Di Molfetta Giuseppe**1602.01109 On the existence of shadow prices for optimal investment with random endowment***by*Lingqi Gu & Yiqing Lin & Junjian Yang**1602.01070 A note on utility maximization with transaction costs and random endoment: num\'eraire-based model and convex duality***by*Lingqi Gu & Yiqing Lin & Junjian Yang**1602.00931 Should employers pay their employees better?***by*Sebastien Valeyre & Denis Grebenkov & Qian Liu & Sofiane Aboura & Francois Bonnin**1602.00899 Smooth solutions to discounted reward control problems with unbounded discount rate and financial applications***by*Dariusz Zawisza**1602.00865 Tail Risk Premia for Long-Term Equity Investors***by*Johannes Rauch & Carol Alexander**1602.00839 A Tale of Two Consequences***by*Ravi Kashyap**1602.00782 Portfolio Selection: The Power of Equal Weight***by*Philip Ernst & James Thompson & Yinsen Miao**1602.00731 Limit-order book resiliency after effective market orders: Empirical facts and applications to high-frequency trading***by*Hai-Chuan Xu & Wei Chen & Xiong Xiong & Wei Zhang & Wei-Xing Zhou**1602.00629 How to improve accuracy for DFA technique***by*Alessandro Stringhi & Silvia Figini**1602.00619 Stock loans with liquidation***by*Parsiad Azimzadeh**1602.00570 Portfolio optimization under dynamic risk constraints***by*Imke H\"ofers & Ralf Wunderlich**1602.00358 Trading Strategy with Stochastic Volatility in a Limit Order Book Market***by*Wai-Ki Ching & Jia-Wen Gu & Tak-Kuen Siu & Qing-Qing Yang**1602.00256 Some Contra-Arguments for the Use of Stable Distributions in Financial Modeling***by*Lev B. Klebanov & Greg Temnov & Ashot V. Kakosyan**1602.00235 Model-Free Discretisation-Invariant Swap Contracts***by*Carol Alexander & Johannes Rauch**1602.00159 Empirical Methods for Dynamic Power Law Distributions in the Social Sciences***by*Ricardo T. Fernholz**1602.00125 Market correlation structure changes around the Great Crash***by*Rui-Qi Han & Wen-Jie Xie & Xiong Xiong & Wei Zhang & Wei-Xing Zhou**1602.00094 CoCos under short-term uncertainty***by*Jos\'e Manuel Corcuera & Arturo Valdivia**1602.00090 A Simple extension of Dematerialization Theory: Incorporation of Technical Progress and the Rebound Effect***by*Christopher L. Magee & Tessaleno C. Devezas**1601.08155 Expert Opinions and Logarithmic Utility Maximization for Multivariate Stock Returns with Gaussian Drift***by*J\"orn Sass & Dorothee Westphal & Ralf Wunderlich**1601.08099 Chaos in Fractionally Integrated Generalized Autoregressive Conditional Heteroskedastic Processes***by*Adil Yilmaz & Gazanfer Unal**1601.07961 Exact solutions for optimal execution of portfolios transactions and the Riccati equation***by*Juan M. Romero & Jorge Bautista**1601.07900 Critical value of the total debt in view of the debts durations***by*I. A. Molotkov & N. A. Ryabova**1601.07864 On construction of boundary preserving numerical schemes***by*Nikolaos Halidias**1601.07792 Predicting Human Cooperation***by*John J. Nay & Yevgeniy Vorobeychik**1601.07776 The ecology of social interactions in online and offline environments***by*Angelo Antoci & Alexia Delfino & Fabio Paglieri & Fabio Sabatini**1601.07716 Regional Oil Extraction and Consumption: A simple production model for the next 35 years Part I***by*Michael Dittmar**1601.07707 Micro-foundation using percolation theory of the finite-time singular behavior of the crash hazard rate in a class of rational expectation bubbles***by*Maximilian Seyrich & Didier Sornette**1601.07628 Portfolio Optimization in the Stochastic Portfolio Theory Framework***by*Vassilios Papathanakos**1601.07626 Trading-profit attribution for the size factor***by*Vassilios Papathanakos**1601.07593 Sufficiency on the Stock Market***by*Peter Harremo\"es**1601.06995 Moment explosions, implied volatility and local volatility at extreme strikes***by*Sidi Mohamed Aly**1601.06979 Robust Optimal Risk Sharing and Risk Premia in Expanding Pools***by*Thomas Knispel & Roger J. A. Laeven & Gregor Svindland**1601.06651 Testing for Causality in Continuous Time Bayesian Network Models of High-Frequency Data***by*Jonas Hallgren & Timo Koski**1601.06477 Long Forward Probabilities, Recovery and the Term Structure of Bond Risk Premiums***by*Likuan Qin & Vadim Linetsky & Yutian Nie**1601.06420 Explicit moments of decision times for single- and double-threshold drift-diffusion processes***by*Vaibhav Srivastava & Philip Holmes & Patrick Simen**1601.06204 RiskRank: Measuring interconnected risk***by*J\'ozsef Mezei & Peter Sarlin**1601.05872 The value of foresight***by*Philip Ernst & L. C. G. Rogers & Quan Zhou**1601.05660 The role of networks in firms' multi-characteristics competition and market-share inequality***by*Antonios Garas & Athanasios Lapatinas**1601.05306 On "A General Framework for Pricing Asian Options Under Markov Processes"***by*Zhenyu Cui & Chihoon Lee & Yanchu Liu**1601.05199 Portfolio Optimisation Under Flexible Dynamic Dependence Modelling***by*Mauro Bernardi & Leopoldo Catania**1601.05081 Econo- and socio- physics based remarks on the economical growth of the World***by*Rzoska Agata Angelika**1601.05012 A Simple Measure of Economic Complexity***by*Sabiou Inoua**1601.04949 General Equilibrium and Recession Phenomenon***by*Nicholas S. Gonchar & Wolodymyr H. Kozyrski & Anatol S. Zhokhin**1601.04686 Unified Growth Theory Contradicted by the Absence of Takeoffs in the Gross Domestic Product***by*Ron W Nielsen**1601.04557 Crunching Mortality and Annuity Portfolios with extended CreditRisk+***by*Jonas Hirz & Uwe Schmock & Pavel V. Shevchenko**1601.04535 A nonlinear impact: evidences of causal effects of social media on market prices***by*Th\'arsis T. P. Souza & Tomaso Aste**1601.04478 The Excess Returns of "Quality" Stocks: A Behavioral Anomaly***by*Jean-Philippe Bouchaud & Stefano Ciliberti & Augustin Landier & Guillaume Simon & David Thesmar**1601.04351 On bivariate lifetime modelling in life insurance applications***by*Fran\c{c}ois Dufresne & Enkelejd Hashorva & Gildas Ratovomirija & Youssouf Toukourou**1601.04341 Negative oil price bubble is likely to burst in March - May 2016. A forecast on the basis of the law of log-periodical dynamics***by*Alexey Fomin & Andrey Korotayev & Julia Zinkina**1601.04210 Speculative Futures Trading under Mean Reversion***by*Tim Leung & Jiao Li & Xin Li & Zheng Wang**1601.04188 A comparison among some Hurst exponent approaches to predict nascent bubbles in $500$ company stocks***by*M. Fern\'andez-Mart\'inez & M. A S\'anchez-Granero & Mar\'ia Jos\'e Mu\~noz Torrecillas & Bill McKelvey**1601.04093 A Statistical Model of Inequality***by*Ricardo T. Fernholz**1601.04043 Fighting Uncertainty with Uncertainty***by*Ravi Kashyap**1601.04028 Do Mature Economies Grow Exponentially?***by*Steffen Lange & Peter P\"utz & Thomas Kopp**1601.03688 Inter-occurrence times and universal laws in finance, earthquakes and genomes***by*Constantino Tsallis**1601.03574 Generalization of Doob decomposition Theorem***by*Nicholas Gonchar**1601.03562 Convex duality for stochastic differential utility***by*Anis Matoussi & Hao Xing**1601.03435 Asymptotic Analysis for Optimal Dividends in a Dual Risk Model***by*Arash Fahim & Lingjiong Zhu**1601.03388 Large losses - probability minimizing approach***by*Micha{\l} Barski**1601.03380 Quantile hedging on markets with proportional transaction costs***by*Micha{\l} Barski**1601.03171 On a law of large numbers for insurance risks***by*Yumiharu Nakano**1601.03067 International Trade: a Reinforced Urn Network Model***by*Stefano Peluso & Antonietta Mira & Pietro Muliere & Alessandro Lomi**1601.03015 Credit risk: Taking fluctuating asset correlations into account***by*Thilo A. Schmitt & Rudi Sch\"afer & Thomas Guhr**1601.02990 The invisible hand and the rational agent are behind bubbles and crashes***by*Serge Galam**1601.02677 Dependence of technological improvement on artifact interactions***by*Subarna Basnet & Christopher L. Magee**1601.02463 Quantifying invariant features of within-group inequality in consumption across groups***by*Anindya S. Chakrabarti & Arnab Chatterjee & Tushar K. Nandi & Asim Ghosh & Anirban Chakraborti**1601.02407 Decomposition of Time Series Data of Stock Markets and its Implications for Prediction: An Application for the Indian Auto Sector***by*Jaydip Sen & Tamal Datta Chaudhuri**1601.02246 Negative interest rates: why and how?***by*Jozef Kiselak & Philipp Hermann & Milan Stehlik**1601.02156 Systemic Risk Management in Financial Networks with Credit Default Swaps***by*Matt V. Leduc & Sebastian Poledna & Stefan Thurner**1601.02149 Computing semiparametric bounds on the expected payments of insurance instruments via column generation***by*Robert Howley & Robert Storer & Juan Vera & Luis F. Zuluaga**1601.01987 Extended Abstract: Neural Networks for Limit Order Books***by*Justin Sirignano**1601.01980 Irreversibility of financial time series: a graph-theoretical approach***by*Lucas Lacasa & Ryan Flanagan**1601.01811 Brownian Bridges on Random Intervals***by*Matteo Ludovico Bedini & Rainer Buckdahn & Hans-J\"urgen Engelbert**1601.01804 Unified Growth Theory Contradicted by the Economic Growth in Latin America***by*Ron W Nielsen**1601.01771 Teaching Economics and Providing Visual "Big Pictures"***by*Seyyed Ali Zeytoon Nejad Moosavian**1601.01753 Geography and distance effect on financial dynamics in the Chinese stock market***by*Xing Li & Tian Qiu & Guang Chen & Li-Xin Zhong & Xiong-Fei Jiang**1601.01710 A Semi-Markovian Modeling of Limit Order Markets***by*Anatoliy Swishchuk & Nelson Vadori**1601.01553 Modelling and Measuring the Irrational behaviour of Agents in Financial Markets: Discovering the Psychological Soliton***by*Gurjeet Dhesi & Marcel Ausloos**1601.01352 A unified view of LIBOR models***by*Kathrin Glau & Zorana Grbac & Antonis Papapantoleon**1601.01128 Option pricing in the model with stochastic volatility driven by Ornstein--Uhlenbeck process. Simulation***by*Sergii Kuchuk-Iatsenko & Yuliya Mishura**1601.00991 101 Formulaic Alphas***by*Zura Kakushadze & Geoffrey Lauprete & Igor Tulchinsky**1601.00940 Pricing barrier options with discrete dividends***by*D. Jason Gibson & Aaron Wingo**1601.00903 Long memory and multifractality: A joint test***by*John Goddard & Enrico Onali**1601.00822 Volume of the steady-state space of financial flows in a monetary stock-flow-consistent model***by*Aur\'elien Hazan**1601.00712 Multistage Portfolio Optimization: A Duality Result in Conic Market Models***by*Robert Bassett & Khoa Le**1601.00679 Essay on the State of Research and Innovation in France and the European Union***by*Antoine Kornprobst**1601.00354 Black-Litterman model with intuitionistic fuzzy posterior return***by*Krzysztof Echaust & Krzysztof Piasecki**1601.00263 Time and Frequency Structure of Causal Correlation Network in China Bond Market***by*Zhongxing Wang & Yan Yan & Xiaosong Chen**1601.00233 Long-run evolution of the global economy - Part 2: Hindcasts of innovation and growth***by*Timothy J. Garrett**1601.00229 A detailed heterogeneous agent model for a single asset financial market with trading via an order book***by*Roberto Mota Navarro & Hern\'an Larralde Ridaura**1601.00175 Minimax perfect stopping rules for selling an asset near its ultimate maximum***by*Dmitry B. Rokhlin**1601.00092 Hyperinflation in Brazil, Israel, and Nicaragua revisited***by*M. A. Szybisz & L. Szybisz**1601.00085 Dynamic Multi-Factor Bid-Offer Adjustment Model: A Feedback Mechanism for Dealers (Market Makers) to Deal (Grapple) with the Uncertainty Principle of the Social Sciences***by*Ravi Kashyap

### 2015

**1601.00919 Exponential integrability properties of Euler discretization schemes for the Cox-Ingersoll-Ross process***by*Andrei Cozma & Christoph Reisinger**1601.00566 No Stable Distributions in Finance, please!***by*Lev B Klebanov**1512.09280 On the Fractal Geometry of the Balance Sheet and the Fractal Index of Insolvency Risk***by*A. K. M. Azhar & Vincent B. Y. Gan & W. A. T. Wan Abdullah & H. Zainuddin**1512.08866 On Optimal Pricing Model for Multiple Dealers in a Competitive Market***by*Wai-Ki Ching & Jia-Wen Gu & Qing-Qing Yang & Tak-Kuen Siu**1512.08792 The Role of Time in Making Risky Decisions and the Function of Choice***by*Valerii Salov**1512.08381 Inferring Volatility in the Heston Model and its Relatives -- an Information Theoretical Approach***by*Nils Bertschinger & Oliver Pfante**1512.08098 On a Generalization of Markowitz Preference Relation***by*Valentin Vankov Iliev**1512.08067 Unified Growth Theory Contradicted by the Economic Growth in Europe***by*Ron W Nielsen**1512.08037 Risk Aversion in the Small and in the Large under Rank-Dependent Utility***by*Louis R. Eeckhoudt & Roger J. A. Laeven**1512.07340 Liability-side Pricing of Swaps and Coherent CVA and FVA by Regression/Simulation***by*Wujiang Lou**1512.07337 Initial Margin Funding Cost Transfer Pricing and MVA***by*Wujiang Lou**1512.07256 Multi Currency Credit Default Swaps Quanto effects and FX devaluation jumps***by*Damiano Brigo & Nicola Pede & Andrea Petrelli**1512.07087 Hedging of covered options with linear market impact and gamma constraint***by*B Bouchard & G Loeper & Y Zou**1512.06960 Sovereign Default Risk and Uncertainty Premia***by*Demian Pouzo & Ignacio Presno**1512.06812 Uniform bounds for Black--Scholes implied volatility***by*Michael R. Tehranchi**1512.06582 Asymptotic pricing in large financial markets***by*Micha{\l} Barski**1512.06486 How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange***by*Libin Yang & William Rea & Alethea Rea**1512.06454 Consistent Re-Calibration of the Discrete-Time Multifactor Vasi\v{c}ek Model***by*Philipp Harms & David Stefanovits & Josef Teichmann & Mario V. W\"uthrich**1512.06449 Optimal decision for the market graph identification problem in sign similarity network***by*V. A. Kalyagin & P. A. Koldanov & P. M. Pardalos**1512.06309 Unified Growth Theory Contradicted by the Economic Growth in the Former USSR***by*Ron W Nielsen**1512.06295 Optimization problem for a portfolio with an illiquid asset: Lie group analysis***by*Ljudmila A. Bordag & Ivan P. Yamshchikov**1512.06247 Which measure for PFE? The Risk Appetite Measure, A***by*Chris Kenyon & Andrew Green & Mourad Berrahoui**1512.06228 Using machine learning for medium frequency derivative portfolio trading***by*Abhijit Sharang & Chetan Rao**1512.06159 Discerning Non-Stationary Market Microstructure Noise and Time-Varying Liquidity in High Frequency Data***by*Richard Y. Chen & Per A. Mykland**1512.06151 Symmetry reduction and exact solutions of the non-linear Black--Scholes equation***by*Sergii Kovalenko & Oleksii Patsiuk**1512.05983 Approximation of forward curve models in commodity markets with arbitrage-free finite dimensional models***by*Fred Espen Benth & Paul Kr\"uhner**1512.05924 Quadratic-exponential growth BSDEs with Jumps and their Malliavin's Differentiability***by*Masaaki Fujii & Akihiko Takahashi**1512.05377 Calibration and simulation of arbitrage effects in a non-equilibrium quantum Black-Scholes model by using semiclassical methods***by*Mauricio Contreras & Rely Pellicer & Daniel Santiagos & Marcelo Villena**1512.05343 European Union gas market development***by*Tobias Baltensperger & Rudolf M. F\"uchslin & Pius Kr\"utli & John Lygeros**1512.05321 Forward rate models with linear volatilities***by*Micha{\l} Barski & Jerzy Zabczyk**1512.05074 Unified Growth Theory Contradicted by the Economic Growth in Asia***by*Ron W Nielsen**1512.05066 Analyses of Aggregate Fluctuation of Firm Network Based on Self-Organized Criticality Model and Control Theory***by*Hiroyasu Inoue**1512.05015 Optimal Control of Conditional Value-at-Risk in Continuous Time***by*Christopher W. Miller & Insoon Yang**1512.04916 Deep Learning Stock Volatilities with Google Domestic Trends***by*Ruoxuan Xiong & Eric P. Nichols & Yuan Shen**1512.04741 The Multivariate Mixture Dynamics Model: Shifted dynamics and correlation skew***by*Damiano Brigo & Camilla Pisani & Francesco Rapisarda**1512.04716 Edgeworth expansion for the pre-averaging estimator***by*Mark Podolskij & Bezirgen Veliyev & Nakahiro Yoshida**1512.04714 Heath-Jarrow-Morton-Musiela equation with L\'evy perturbation***by*Micha{\l} Barski & Jerzy Zabczyk**1512.04583 Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations***by*Yusong Li & Harry Zheng**1512.04460 Distress propagation in complex networks: the case of non-linear DebtRank***by*Marco Bardoscia & Fabio Caccioli & Juan Ignacio Perotti & Gianna Vivaldo & Guido Caldarelli**1512.03963 Incompleteness of the bond market with L\'evy noise under the physical measure***by*Micha{\l} Barski**1512.03896 A generalized intensity based framework for single-name credit risk***by*Frank Gehmlich & Thorsten Schmidt**1512.03743 Do investors trade too much? A laboratory experiment***by*Joao da Gama Batista & Domenico Massaro & Jean-Philippe Bouchaud & Damien Challet & Cars Hommes**1512.03677 Option pricing in affine generalized Merton models***by*Christian Bayer & John Schoenmakers**1512.03641 Time-consistency of cash-subadditive risk measures***by*Elisa Mastrogiacomo & Emanuela Rosazza Gianin**1512.03618 Macroeconomic Dynamics of Assets, Leverage and Trust***by*Jeroen Rozendaal & Yannick Malevergne & Didier Sornette**1512.03537 Identifying Highly Correlated Stocks Using the Last Few Principal Components***by*Libin Yang & William Rea & and Alethea Rea**1512.03492 Queue Imbalance as a One-Tick-Ahead Price Predictor in a Limit Order Book***by*Martin D. Gould & Julius Bonart**1512.03292 Time-inhomogeneous affine processes and affine market models***by*Stefan Waldenberger**1512.03259 Derivative pricing for a multi-curve extension of the Gaussian, exponentially quadratic short rate model***by*Zorana Grbac & Laura Meneghello & Wolfgang J. Runggaldier**1512.03173 Monotonicity of the collateralized debt obligations term structure model***by*Micha{\l} Barski**1512.03164 Unified Growth Theory Contradicted by the Economic Growth in Africa***by*Ron W Nielsen**1512.02912 The role of money and the financial sector in energy-economy models used for assessing climate policy***by*H. Pollitt & J. -F. Mercure**1512.02859 The network structure of city-firm relations***by*Antonios Garas & Celine Rozenblat & Frank Schweitzer**1512.02529 High-order ADI scheme for option pricing in stochastic volatility models***by*Bertram D\"uring & James Miles**1512.02478 Variations on an example of Karatzas and Ruf***by*Robert Fernholz**1512.02454 The double role of GDP in shaping the structure of the International Trade Network***by*Assaf Almog & Tiziano Squartini & Diego Garlaschelli**1512.02310 Sparse Mean-Variance Portfolios: A Penalized Utility Approach***by*David Puelz & P. Richard Hahn & Carlos M. Carvalho**1512.02233 Rethinking distance in international trade: World Trade Atlas 1870-2013***by*Guillermo Garc\'ia-P\'erez & Mari\'an Bogu\~{n}\'a & Antoine Allard & M. \'Angeles Serrano**1512.01916 An asymmetric ARCH model and the non-stationarity of Clustering and Leverage effects***by*Xin Li & Carlos F. Tolmasky**1512.01905 A Comparision of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones***by*Hannah Cheng Juan Zhan & William Rea & Alethea Rea**1512.01806 Generalized asset pricing: Expected Downside Risk-Based Equilibrium Modelling***by*Mihaly Ormos & Dusan Timotity**1512.01758 Financial market models in discrete time beyond the concave case***by*Mario Sikic**1512.01742 Oil price shocks, road transport pollution emissions and residents' health losses in China***by*Sheng Yang & Ling-Yun He**1512.01698 Pathwise probability-free It\^o integral***by*Vladimir Vovk**1512.01676 Forecasting crude oil market volatility: can the Regime Switching GARCH model beat the single-regime GARCH models?***by*Yue-Jun Zhang & Ting Yao & Ling-Yun He**1512.01626 Optimal environmental tax swaps and double dividend hypothesis***by*Su-Mei Chen & Ling-Yun He**1512.01527 FX Options in Target Zone***by*Peter Carr & Zura Kakushadze**1512.01488 Arbitrage and Hedging in model-independent markets with frictions***by*Matteo Burzoni**1512.01267 Key drivers of EU budget allocation: Does power matter?***by*Vera Zaporozhets & Mar\'ia Garc\'ia-Vali\~nas & Sascha Kurz**1512.01230 A Theory of Individualism, Collectivism and Economic Outcomes***by*Kartik Ahuja & Mihaela van der Schaar & William R. Zame**1512.00227 A Framework for Analyzing Stochastic Jumps in Finance based on Belief and Knowledge***by*Takanori Adachi**1511.09323 Unified Growth Theory Contradicted by the GDP/cap Data***by*Ron W Nielsen**1511.09203 Complexity driven collapse of economic equilibria***by*Marco Bardoscia & Giacomo Livan & Matteo Marsili**1511.09054 It's a Trap: Emperor Palpatine's Poison Pill***by*Zachary Feinstein**1511.09041 Game options in an imperfect market with default***by*Roxana Dumitrescu & Marie-Claire Quenez & Agn\`es Sulem**1511.08997 Realized Volatility Analysis in A Spin Model of Financial Markets***by*Tetsuya Takaishi**1511.08830 Disentangling bipartite and core-periphery structure in financial networks***by*Paolo Barucca & Fabrizio Lillo**1511.08718 Full and fast calibration of the Heston stochastic volatility model***by*Yiran Cui & Sebastian del Bano Rollin & Guido Germano**1511.08666 Singular Problems for Integro-Differential Equations in Dynamic Insurance Models***by*Tatiana Belkina & Nadezhda Konyukhova & Sergey Kurochkin**1511.08622 Complex economies have a lateral escape from the poverty trap***by*Emanuele Pugliese & Guido L. Chiarotti & Andrea Zaccaria & Luciano Pietronero**1511.08591 On Game-Theoretic Risk Management (Part Two) - Algorithms to Compute Nash-Equilibria in Games with Distributions as Payoffs***by*Stefan Rass**1511.08466 Approximate Option Pricing in the L\'evy Libor Model***by*Zorana Grbac & David Krief & Peter Tankov**1511.08449 Water Stress on U.S. Power Production at Decadal Time Horizons***by*Poulomi Ganguli & Devashish Kumar & Auroop R. Ganguly**1511.08409 Optimal Real-Time Bidding Strategies***by*Joaquin Fernandez-Tapia & Olivier Gu\'eant & Jean-Michel Lasry**1511.08349 On the Existence of Martingale Measures in Jump Diffusion Market Models***by*Jacopo Mancin & Wolfgang J. Runggaldier**1511.08194 Integration with respect to model-free price paths with jumps***by*Rafa{\l} M. {\L}ochowski**1511.08068 The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market***by*Paolo Barucca & Fabrizio Lillo**1511.07945 An Application of Correlation Clustering to Portfolio Diversification***by*Hannah Cheng Juan Zhan & William Rea & Alethea Rea**1511.07821 Box-Cox transformation of firm size data in statistical analysis***by*Ting Ting Chen & Tetsuya Takaishi**1511.07773 Agents' Behavior on Multi-Dealer-to-Client Bond Trading Platforms***by*Jean-David Fermanian & Olivier Gu\'eant & Arnaud Rachez**1511.07419 Sustainability in the Stochastic Ramsey Model***by*Rabi Bhattacharya & Hyeonju Kim & Mukul Majumdar