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### 2012

**1209.6376 UPDATE July 2012 | The Food Crises: The US Drought***by*Marco Lagi & Yavni Bar-Yam & Yaneer Bar-Yam**1209.6369 The European debt crisis: Defaults and market equilibrium***by*Marco Lagi & Yaneer Bar-Yam**1209.5976 Quadratic hedging schemes for non-Gaussian GARCH models***by*Alexandru Badescu & Robert J. Elliott & Juan-Pablo Ortega**1209.5953 Optimization problem and mean variance hedging on defaultable claims***by*Stephane Goutte & Armand Ngoupeyou**1209.5881 The beneficial role of random strategies in social and financial systems***by*Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda**1209.5190 The Reactive Volatility Model***by*Sebastien Valeyre & Denis Grebenkov & Sofiane Aboura & Qian Liu**1209.5175 Utility Maximization in a Binomial Model with transaction costs: a Duality Approach Based on the Shadow Price Process***by*Christian Bayer & Bezirgen Veliyev**1209.4849 Iterated Function Systems with Economic Applications***by*Shilei Wang**1209.4787 A generalized statistical model for the size distribution of wealth***by*F. Clementi & M. Gallegati & G. Kaniadakis**1209.4718 Stock Price Dynamics and Option Valuations under Volatility Feedback Effect***by*Juho Kanniainen & Robert Pich\'e**1209.4695 On statistical indistinguishability of the complete and incomplete markets***by*Nikolai Dokuchaev**1209.4629 The Transition from Brownian Motion to Boom-and-Bust Dynamics in Financial and Economic Systems***by*Harbir Lamba**1209.4608 Performance Analysis of Hybrid Forecasting Model In Stock Market Forecasting***by*Mahesh S. Khadka & K. M. George & N. Park & J. B. Kim**1209.4517 Ergodicity breaking in geometric Brownian motion***by*Ole Peters & William Klein**1209.4449 Diffusion-based models for financial markets without martingale measures***by*Claudio Fontana & Wolfgang J. Runggaldier**1209.4175 Hierarchical structure of stock price fluctuations in financial markets***by*Ya-Chun Gao & Shi-Min Cai & Bing-Hong Wang**1209.3982 Sparsifying Defaults: Optimal Bailout Policies for Financial Networks in Distress***by*Zhang Li & Ilya Pollak**1209.3570 Spectral Risk Measures, With Adaptions For Stochastic Optimization***by*Alois Pichler**1209.3513 Funding Liquidity, Debt Tenor Structure, and Creditor's Belief: An Exogenous Dynamic Debt Run Model***by*Gechun Liang & Eva L\"utkebohmert & Wei Wei**1209.3503 Pricing Illiquid Options with $N+1$ Liquid Proxies Using Mixed Dynamic-Static Hedging***by*I. Halperin & A. Itkin**1209.3399 Coupled effects of market impact and asymmetric sensitivity in financial markets***by*Li-Xin Zhong & Wen-Juan Xu & Fei Ren & Yong-Dong Shi**1209.2817 Preferential Attachment in the Interaction between Dynamically Generated Interdependent Networks***by*Boris Podobnik & Davor Horvatic & Mark Dickison & H. Eugene Stanley**1209.2813 The competitiveness versus the wealth of a country***by*Boris Podobnik & Davor Horvatic & Dror Y. Kenett & H. Eugene Stanley**1209.2781 Wealth distribution on complex networks***by*Takashi Ichinomiya**1209.2555 Option Pricing and Hedging with Small Transaction Costs***by*Jan Kallsen & Johannes Muhle-Karbe**1209.2467 Bouchaud-M\'ezard model on a random network***by*Takashi Ichinomiya**1209.2298 The Future Has Thicker Tails than the Past: Model Error As Branching Counterfactuals***by*Nassim N. Taleb**1209.2204 How is non-knowledge represented in economic theory?***by*Ekaterina Svetlova & Henk van Elst**1209.1909 Numerical Valuation of Derivatives in High-Dimensional Settings via PDE Expansions***by*Christoph Reisinger & Rasmus Wissmann**1209.1903 Roles of discount rate, risk premium, and device performance in estimating the cost of energy for photovoltaics***by*Sergei Manzhos**1209.1893 Momentum-Space Approach to Asymptotic Expansion for Stochastic Filtering***by*Masaaki Fujii**1209.1791 Dynkin Games and Israeli Options***by*Yuri Kifer**1209.1705 General Equilibrium as a Topological Field Theory***by*Eric Kemp-Benedict**1209.1544 On Geometric Ergodicity of Skewed - SVCHARME models***by*Jerzy P. Rydlewski & Ma{\l}gorzata Snarska**1209.1321 Entanglement between Demand and Supply in Markets with Bandwagon Goods***by*Mirta B. Gordon & Jean-Pierre Nadal & Denis Phan & Viktoriya Semeshenko**1209.0959 How big is too big? Critical Shocks for Systemic Failure Cascades***by*Claudio J. Tessone & Antonios Garas & Beniamino Guerra & Frank Schweitzer**1209.0900 Time-Frequency Dynamics of Biofuels-Fuels-Food System***by*Lukas Vacha & Karel Janda & Ladislav Kristoufek & David Zilberman**1209.0708 On the global economic potentials and marginal costs of non-renewable resources and the price of energy commodities***by*Jean-Francois Mercure & Pablo Salas**1209.0697 Variance Swaps on Defaultable Assets and Market Implied Time-Changes***by*Matthew Lorig & Oriol Lozano Carbasse & Rafael Mendoza-Arriaga**1209.0646 Scenarios and their Aggregation in the Regulatory Risk Measurement Environment***by*Andreas Haier & Thorsten Pfeiffer**1209.0453 Crises and collective socio-economic phenomena: simple models and challenges***by*Jean-Philippe Bouchaud**1209.0424 On the changeover timescales of technology transitions and induced efficiency changes: an overarching theory***by*Jean-Francois Mercure**1209.0390 First order strong approximations of scalar SDEs with values in a domain***by*Andreas Neuenkirch & Lukasz Szpruch**1209.0305 Optimal relaxed portfolio strategies for growth rate maximization problems with transaction costs***by*S\"oren Christensen & Marc Wittlinger**1208.6486 Superreplication under Volatility Uncertainty for Measurable Claims***by*Ariel Neufeld & Marcel Nutz**1208.6305 Kinetic models for the trading of goods***by*G. Toscani & C. Brugna & S. Demichelis**1208.6146 Finite quantum mechanical model for the stock market***by*Liviu-Adrian Cotfas**1208.5896 Benford's law and Theil transform of financial data***by*Paulette Clippe & Marcel Ausloos**1208.5802 Second Order Multiscale Stochastic Volatility Asymptotics: Stochastic Terminal Layer Analysis & Calibration***by*Jean-Pierre Fouque & Matthew Lorig & Ronnie Sircar**1208.5581 Quadratic BSDEs with jumps: a fixed-point approach***by*M. Nabil Kazi-Tani & Dylan Possama\"i & Chao Zhou**1208.5520 High-order short-time expansions for ATM option prices of exponential L\'evy models***by*Jos\'e E. Figueroa-L\'opez & Ruoting Gong & Christian Houdr\'e**1208.5398 Portfolio optimization with insider's initial information and counterparty risk***by*Caroline Hillairet & Ying Jiao**1208.5382 Wrong-way risk in credit and funding valuation adjustments***by*Mihail Turlakov**1208.5316 How Non-linearity will Transform Information Systems***by*Paolo Magrassi**1208.5303 Hedging Swing contract on gas markets***by*Xavier Warin**1208.4831 Revisiting the fractional cointegrating dynamics of implied-realized volatility relation with wavelet band spectrum regression***by*Jozef Barunik & Michaela Barunikova**1208.4799 Hedge and Mutual Funds' Fees and the Separation of Private Investments***by*Paolo Guasoni & Gu Wang**1208.4429 Common Mistakes when Applying Computational Intelligence and Machine Learning to Stock Market modelling***by*E. Hurwitz & T. Marwala**1208.4409 Yard-Sale exchange on networks: Wealth sharing and wealth appropriation***by*R. Bustos-Guajardo & Cristian F. Moukarzel**1208.4282 Small time central limit theorems for semimartingales with applications***by*Stefan Gerhold & Max Kleinert & Piet Porkert & Mykhaylo Shkolnikov**1208.4158 Comparing the performance of FA, DFA and DMA using different synthetic long-range correlated time series***by*Ying-Hui Shao & Gao Feng Gu & Zhi-Qiang Jiang & Wei-Xing Zhou & Didier Sornette**1208.3789 On Global Stability of Financial Networks***by*Bhaskar DasGupta & Lakshmi Kaligounder**1208.3785 Large liquidity expansion of super-hedging costs***by*Dylan Possama\"i & Nizar Touzi & H. Mete Soner**1208.3460 Inverse Thinking in Economic Theory: A Radical Approach to Economic Thinking***by*Jaime Gomez-Ramirez**1208.3087 Modeling and Forecasting Persistent Financial Durations***by*Filip Zikes & Jozef Barunik & Nikhil Shenai**1208.3083 A multi-agent nonlinear Markov model of the order book***by*Kirill Vaninsky & Stepan Myzuchka & Alexander Lukov**1208.2878 Interest Rate Manipulation Detection using Time Series Clustering Approach***by*Murphy Choy & Enoch Chng & Koo Ping Shung**1208.2775 Physical approach to price momentum and its application to momentum strategy***by*Jaehyung Choi**1208.2696 Distribution Of Wealth In A Network Model Of The Economy***by*Tao Ma & John G. Holden & R. A. Serota**1208.2658 Degenerate-elliptic operators in mathematical finance and higher-order regularity for solutions to variational equations***by*Paul M. N. Feehan & Camelia A. Pop**1208.2589 Why, when, and how fast innovations are adopted***by*Sebastian Goncalves & M. F. Laguna & J. R. Iglesias**1208.2068 Risk minimizing of derivatives via dynamic g-expectation and related topics***by*Tianxiao Wang**1208.1479 General Balance Functions in the Theory of Interest***by*David Spring**1208.1298 Measuring capital market efficiency: Global and local correlations structure***by*Ladislav Kristoufek & Miloslav Vosvrda**1208.1277 Economic decision making: application of the theory of complex systems***by*Robert Kitt**1208.1189 Mathematical Definition, Mapping, and Detection of (Anti)Fragility***by*Nassim N. Taleb & Raphael Douady**1208.1188 Relations between allometric scalings and fluctuations in complex systems: The case of Japanese firms***by*Hayafumi Watanabe & Hideki Takayasu & Misako Takayasu**1208.1123 Evolutionary Model of the Growth and Size of Firms***by*Joachim Kaldasch**1208.0763 Second Order BSDEs with Jumps: Existence and probabilistic representation for fully-nonlinear PIDEs***by*M. Nabil Kazi-Tani & Dylan Possama\"i & Chao Zhou**1208.0642 Does GDP measure growth in the economy or simply growth in the money supply?***by*Jacky Mallett & Charles Keen**1208.0451 Directed Random Markets: Connectivity determines Money***by*Ismael Martinez-Martinez & Ricardo Lopez-Ruiz**1208.0371 Can Metropolitan Housing Risk be Diversified? A Cautionary Tale from the Recent Boom and Bust***by*John Cotter & Stuart Gabriel & Richard Roll**1208.0317 Scaling, stability and distribution of the high-frequency returns of the IBEX35 index***by*Pablo Su\'arez-Garc\'ia & David G\'omez-Ullate**1207.7330 Portfolio Choice with Transaction Costs: a User's Guide***by*Paolo Guasoni & Johannes Muhle-Karbe**1207.7308 Weighted Kolmogorov-Smirnov test: Accounting for the tails***by*R\'emy Chicheportiche & Jean-Philippe Bouchaud**1207.6759 Computing Quantiles in Regime-Switching Jump-Diffusions with Application to Optimal Risk Management: a Fourier Transform Approach***by*Alessandro Ramponi**1207.6566 Conditional sampling for barrier option pricing under the Heston model***by*Nico Achtsis & Ronald Cools & Dirk Nuyens**1207.6423 Adaptive Execution: Exploration and Learning of Price Impact***by*Beomsoo Park & Benjamin Van Roy**1207.6325 Large tick assets: implicit spread and optimal tick size***by*Khalil Dayri & Mathieu Rosenbaum**1207.6281 A note on asymptotic exponential arbitrage with exponentially decaying failure probability***by*Kai Du & Ariel David Neufeld**1207.6278 The financial framework of the sustainability of health universal coverage in Italy. A quantitative financial model for the assessment of the italian stability and reform program of public health financing***by*Stefano Olgiati & Alessandro Danovi**1207.6205 Option prices with call prices***by*Lauri Viitasaari**1207.6186 A Dynamical Model for Operational Risk in Banks***by*Marco Bardoscia**1207.6091 Entangled Economy: an ecosystems approach to modeling systemic level dynamics***by*Juan David Robalino & Henrik Jeldtoft Jensen**1207.6081 Exploiting the flexibility of a family of models for taxation and redistribution***by*Maria Letizia Bertotti & Giovanni Modanese**1207.6049 Pricing credit default swaps with bilateral value adjustments***by*Alexander Lipton & Ioana Savescu**1207.5809 A control problem with fuel constraint and Dawson-Watanabe superprocesses***by*Alexander Schied**1207.5269 Structural distortions in the Euro interbank market: The role of 'key players' during the recent market turmoil***by*Caterina Liberati & Massimiliano Marzo & Paolo Zagaglia & Paola Zappa**1207.4860 Inference of Extreme Synchrony with an Entropy Measure on a Bipartite Network***by*Aki-Hiro Sato**1207.4749 Do arbitrage-free prices come from utility maximization?***by*Pietro Siorpaes**1207.4608 Digital double barrier options: Several barrier periods and structure floors***by*S\"uhan Altay & Stefan Gerhold & Karin Hirhager**1207.4309 Vine Constructions of Levy Copulas***by*Oliver Grothe & Stephan Nicklas**1207.4300 A higher order correlation unscented Kalman filter***by*Oliver Grothe**1207.4069 Global Inflation Dynamics: regularities & forecasts***by*Askar Akaev & Andrey Korotayev & Alexey Fomin**1207.4028 Signal processing with Levy information***by*Dorje C. Brody & Lane P. Hughston & Xun Yang**1207.3464 On dependence consistency of CoVaR and some other systemic risk measures***by*Georg Mainik & Eric Schaanning**1207.3412 A quantum mechanical model for the relationship between stock price and stock ownership***by*Liviu-Adrian Cotfas**1207.3300 How news affect the trading behavior of different categories of investors in a financial market***by*Fabrizio Lillo & Salvatore Miccich\`e & Michele Tumminello & Jyrki Piilo & Rosario Nunzio Mantegna**1207.3118 The Long Neglected Critically Leveraged Portfolio***by*M. Hossein Partovi**1207.2946 Microscopic understanding of heavy-tailed return distributions in an agent-based model***by*Thilo A. Schmitt & Rudi Sch\"afer & Michael C. M\"unnix & Thomas Guhr**1207.2452 A new approach to unbiased estimation for SDE's***by*Chang-han Rhee & Peter W. Glynn**1207.2316 Illustrating a problem in the self-financing condition in two 2010-2011 papers on funding, collateral and discounting***by*Damiano Brigo & Cristin Buescu & Andrea Pallavicini & Qing Liu**1207.2010 Existence of Financial Equilibria in Continuous Time with Potentially Complete Markets***by*Frederik Herzberg & Frank Riedel**1207.1932 Optimization Method for Interval Portfolio Selection Based on Satisfaction Index of Interval inequality Relation***by*Yunchol Jong**1207.1842 A Test of the Adaptive Market Hypothesis using Non-Bayesian Time-Varying AR Model in Japan***by*Akihiko Noda**1207.1771 The Keynesian theory and the manufactured industry in Portugal***by*Vitor Joao Pereira Domingues Martinho**1207.1759 On arbitrages arising from honest times***by*Claudio Fontana & Monique Jeanblanc & Shiqi Song**1207.1630 The Smile of certain L\'evy-type Models***by*Antoine Jacquier & Matthew Lorig**1207.1463 Statistical Basis for Predicting Technological Progress***by*Bela Nagy & J. Doyne Farmer & Quan M. Bui & Jessika E. Trancik**1207.1202 How Fama Went Wrong: Measures of Multivariate Kurtosis for the Identification of the Dynamics of a N-Dimensional Market***by*Tanya Ara\'ujo & Jo\~ao Dias & Samuel Eleut\'erio & Francisco Lou\c{c}\~a**1207.1037 On the Exact Solution of the Multi-Period Portfolio Choice Problem for an Exponential Utility under Return Predictability***by*Taras Bodnar & Nestor Parolya & Wolfgang Schmid**1207.1029 On the Equivalence of Quadratic Optimization Problems Commonly Used in Portfolio Theory***by*Taras Bodnar & Nestor Parolya & Wolfgang Schmid**1207.1003 A Closed-Form Solution of the Multi-Period Portfolio Choice Problem for a Quadratic Utility Function***by*Taras Bodnar & Nestor Parolya & Wolfgang Schmid**1207.0843 A new look at short-term implied volatility in asset price models with jumps***by*Aleksandar Mijatovi\'c & Peter Tankov**1207.0750 The Exact Smile of some Local Volatility Models***by*Matthew Lorig**1207.0356 Financial instability from local market measures***by*Marco Bardoscia & Giacomo Livan & Matteo Marsili**1207.0233 From characteristic functions to implied volatility expansions***by*Antoine Jacquier & Matthew Lorig**1206.7000 On the role of backauditing for tax evasion in an agent-based Econophysics model***by*G. Seibold & M. Pickhardt**1206.6998 Interest Rate Risk of Bond Prices on Macedonian Stock Exchange - Empirical Test of the Duration, Modified Duration and Convexity and Bonds Valuation***by*Zoran Ivanovski & Toni Draganov Stojanovski & Nadica Ivanovska**1206.6972 Record statistics and persistence for a random walk with a drift***by*Satya N. Majumdar & Gregory Schehr & Gregor Wergen**1206.6787 Asymptotics for Exponential Levy Processes and their Volatility Smile: Survey and New Results***by*Leif Andersen & Alexander Lipton**1206.6325 Stochastic target games with controlled loss***by*Bruno Bouchard & Ludovic Moreau & Marcel Nutz**1206.6283 Inventory Management with Partially Observed Nonstationary Demand***by*Erhan Bayraktar & Mike Ludkovski**1206.6268 Maximizing Utility of Consumption Subject to a Constraint on the Probability of Lifetime Ruin***by*Erhan Bayraktar & Virginia R. Young**1206.5983 On a Symmetrization of Diffusion Processes***by*Jiro Akahori & Yuri Imamura**1206.5756 On free lunches in random walk markets with short-sale constraints and small transaction costs, and weak convergence to Gaussian continuous-time processes***by*Nils Chr. Framstad**1206.5393 Numerical methods for the quadratic hedging problem in Markov models with jumps***by*Carmine De Franco & Peter Tankov & Xavier Warin**1206.5324 Effective Trade Execution***by*Riccardo Cesari & Massimiliano Marzo & Paolo Zagaglia**1206.5252 A Utility Framework for Bounded-Loss Market Makers***by*Yiling Chen & David M Pennock**1206.5224 Stock prices assessment: proposal of a new index based on volume weighted historical prices through the use of computer modeling***by*Tiago Colliri & Fernando F. Ferreira**1206.5046 Evaluating Callable and Putable Bonds: An Eigenfunction Expansion Approach***by*Dongjae Lim & Lingfei Li & Vadim Linetsky**1206.4917 A shorter proof of Lemma A.6 (arXiv:1005.0768)***by*Tom Fischer**1206.4810 High-frequency market-making with inventory constraints and directional bets***by*Pietro Fodra & Mauricio Labadie**1206.4804 A No-Arbitrage Model of Liquidity in Financial Markets involving Brownian Sheets***by*David German & Henry Schellhorn**1206.4766 A CB (corporate bond) pricing probabilities and recovery rates model for deriving default probabilities and recovery rates***by*Takeaki Kariya**1206.4626 On-Line Portfolio Selection with Moving Average Reversion***by*Bin Li & Steven C. H. Hoi**1206.4562 Active Portfolio Management, Positive Jensen-Jarrow Alpha, and Zero Sets of CAPM***by*G. Charles-Cadogan**1206.4506 Hedging of game options in discrete markets with transaction costs***by*Yuri Kifer**1206.4420 Statistical pairwise interaction model of stock market***by*Thomas Bury**1206.3390 State-independent Importance Sampling for Random Walks with Regularly Varying Increments***by*Karthyek R. A. Murthy & Sandeep Juneja & Jose Blanchet**1206.3387 Import and export of horticultural products in Portugal***by*Vitor Joao Pereira Domingues Martinho**1206.3385 International trade of fruits between Portugal and the world***by*Vitor Joao Pereira Domingues Martinho**1206.3384 International trade of flowers. Tendencies and policies***by*Vitor Joao Pereira Domingues Martinho**1206.3220 Valuation and parities for exchange options***by*Constantinos Kardaras**1206.3104 A structural approach to pricing credit default swaps with credit and debt value adjustments***by*Alexander Lipton & Ioana Savescu**1206.2934 A Numerical Scheme Based on Semi-Static Hedging Strategy***by*Yuri Imamura & Yuta Ishigaki & Takuya Kawagoe & Toshiki Okumura**1206.2778 Designing the new architecture of international financial system in era of great changes by globalization***by*Viktor O. Ledenyov & Dimitri O. Ledenyov**1206.2665 Representation Theory for Risk On Markowitz-Tversky-Kahneman Topology***by*Godfrey Charles-Cadogan**1206.2662 Alpha Representation For Active Portfolio Management and High Frequency Trading In Seemingly Efficient Markets***by*Godfrey Charles-Cadogan**1206.2494 A physical theory of economic growth***by*Hans G. Danielmeyer & Thomas Martinetz**1206.2333 An algorithm for the orthogonal decomposition of financial return data***by*Vic Norton**1206.2305 The numeraire property and long-term growth optimality for drawdown-constrained investments***by*Constantinos Kardaras & Jan Obloj & Eckhard Platen**1206.2153 The fine-structure of volatility feedback I: multi-scale self-reflexivity***by*R\'emy Chicheportiche & Jean-Philippe Bouchaud**1206.2112 Pricing joint claims on an asset and its realized variance under stochastic volatility models***by*Lorenzo Torricelli**1206.2022 Shaping the international financial system in century of globalization***by*Viktor O. Ledenyov & Dimitri O. Ledenyov**1206.1504 Preliminary remarks on option pricing and dynamic hedging***by*Michel Fliess & C\'edric Join**1206.1400 Binomial Tree Model for Convertible Bond Pricing within Equity to Credit Risk Framework***by*K. Milanov & O. Kounchev**1206.1380 Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework***by*A. Gabrielsen & P. Zagaglia & A. Kirchner & Z. Liu**1206.1272 Negative Kelvin temperatures in stock markets***by*J. L. Subias**1206.1007 On the scaling ranges of detrended fluctuation analysis for long-memory correlated short series of data***by*Dariusz Grech & Zygmunt Mazur**1206.0831 C^{1,1} regularity for degenerate elliptic obstacle problems***by*Panagiota Daskalopoulos & Paul M. N. Feehan**1206.0715 Robust utility maximization for L\'evy processes: Penalization and solvability***by*Daniel Hern\'andez-Hern\'andez & Leonel P\'erez-Hern\'andez**1206.0682 Calibration of optimal execution of financial transactions in the presence of transient market impact***by*Enzo Busseti & Fabrizio Lillo**1206.0496 A Compact Mathematical Model of the World System Economic and Demographic Growth, 1 CE - 1973 CE***by*Andrey Korotayev & Artemy Malkov**1206.0482 The Wronskian parameterizes the class of diffusions with a given distribution at a random time***by*Martin Klimmek**1206.0478 Beyond cash-additive risk measures: when changing the num\'{e}raire fails***by*Walter Farkas & Pablo Koch-Medina & Cosimo Munari**1206.0450 Why price inflation in developed countries is systematically underestimated***by*Ivan Kitov**1206.0384 Agents' Strategic Behavior in Optimal Risk Sharing***by*Michail Anthropelos**1206.0243 Cone-Constrained Continuous-Time Markowitz Problems***by*Christoph Czichowsky & Martin Schweizer**1206.0153 Error estimates for binomial approximations of game put options***by*Y. Iron & Y. Kifer**1206.0026 Stochastic Volatility with Heterogeneous Time Scales***by*Danilo Delpini & Giacomo Bormetti**1205.6542 Collateralized CVA Valuation with Rating Triggers and Credit Migrations***by*Tomasz R. Bielecki & Igor Cialenco & Ismail Iyigunler**1205.6254 No-Arbitrage Pricing for Dividend-Paying Securities in Discrete-Time Markets with Transaction Costs***by*Tomasz R. Bielecki & Igor Cialenco & Rodrigo Rodriguez**1205.6193 A Multi Period Equilibrium Pricing Model***by*Traian A. Pirvu & Huayue Zhang**1205.6160 Stability of the exponential utility maximization problem with respect to preferences***by*Hao Xing**1205.5958 Life Insurance Purchasing to Maximize Utility of Household Consumption***by*Erhan Bayraktar & Virginia R. Young**1205.5821 Toward A Normative Theory of Normative Marketing Theory***by*Ian Wilkinson & Louise Young**1205.5820 A Multi-Level Lorentzian Analysis of the Basic Structures of the Daily DJIA***by*Frank W. K. Firk**1205.5675 Interlinkages and structural changes in cross-border liabilities: a network approach***by*Alessandro Spelta & Tanya Ara\'ujo**1205.5671 Real GDP per capita since 1870***by*Ivan Kitov & Oleg Kitov**1205.5565 Modeling and Pricing of Covariance and Correlation Swaps for Financial Markets with Semi-Markov Volatilities***by*Giovanni Salvi & Anatoliy V. Swishchuk**1205.5369 Two Models of Stochastic Loss Given Default***by*Simone Farinelli & Mykhaylo Shkolnikov**1205.4790 Dynamic Conic Finance: Pricing and Hedging in Market Models with Transaction Costs via Dynamic Coherent Acceptability Indices***by*Tomasz R. Bielecki & Igor Cialenco & Ismail Iyigunler & Rodrigo Rodriguez**1205.4748 Time-Consistent Mean-Variance Portfolio Selection in Discrete and Continuous Time***by*Christoph Czichowsky**1205.4693 An assessement of global energy resource economic potentials***by*J. F. Mercure & P. Salas**1205.4643 Transaction Costs, Shadow Prices, and Duality in Discrete Time***by*Christoph Czichowsky & Johannes Muhle-Karbe & Walter Schachermayer**1205.4589 Structural Hamiltonian of the international trade network***by*Agata Fronczak**1205.4588 Portfolio Selection with Small Transaction Costs and Binding Portfolio Constraints***by*Johannes Muhle-Karbe & Ren Liu**1205.4358 Point process bridges and weak convergence of insider trading models***by*Umut \c{C}etin & Hao Xing**1205.4345 Involving copula functions in Conditional Tail Expectation***by*Brahim Brahimi