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### 2009

**0901.2484 Consumption and Portfolio Rules for Time-Inconsistent Investors***by*Jesus Marin-Solano & Jorge Navas**0901.2384 An Analysis of the Japanese Credit Network***by*G. De Masi & Y. Fujiwara & M. Gallegati & B. Greenwald & J. E. Stiglitz**0901.2381 Visualizing a large-scale structure of production network by N-body simulation***by*Yoshi Fujiwara**0901.2377 Structure and temporal change of the credit network between banks and large firms in Japan***by*Yoshi Fujiwara & Hideaki Aoyama & Yuichi Ikeda & Hiroshi Iyetomi & Wataru Souma**0901.2275 Volatility forecasts and the at-the-money implied volatility: a multi-components ARCH approach and its relation with market models***by*Gilles Zumbach**0901.2271 Superstatistical fluctuations in time series: Applications to share-price dynamics and turbulence***by*Erik Van der Straeten & Christian Beck**0901.2080 On the Dybvig-Ingersoll-Ross Theorem***by*Constantinos Kardaras & Eckhard Platen**0901.2070 State-dependent utility maximization in L\'evy markets***by*Jose E. Figueroa-Lopez & Jin Ma**0901.1945 A mathematical proof of the existence of trends in financial time series***by*Michel Fliess & C\'edric Join**0901.1794 Agent-Based Model Approach to Complex Phenomena in Real Economy***by*Hiroshi Iyetomi & Hideaki Aoyama & Yoshi Fujiwara & Yuichi Ikeda & Wataru Souma**0901.1776 Efficient swaptions price in Hull-White one factor model***by*Marc Henrard**0901.1500 Superstatistics of Labour Productivity in Manufacturing and Nonmanufacturing Sectors***by*Hideaki Aoyama & Yoshi Fujiwara & Yuichi Ikeda & Hiroshi Iyetomi & Wataru Souma**0901.1392 The Spread of the Credit Crisis: View from a Stock Correlation Network***by*Reginald D. Smith**0901.1315 Stochastic Volatility Models Including Open, Close, High and Low Prices***by*Abel Rodriguez & Henryk Gzyl & German Molina & Enrique ter Horst**0901.1218 Efficient Pricing of CPPI using Markov Operators***by*Louis Paulot & Xavier Lacroze**0901.1099 Counterparty risk valuation for Energy-Commodities swaps: Impact of volatilities and correlation***by*Damiano Brigo & Kyriakos Chourdakis & Imane Bakkar**0901.1038 Economic Models with Chaotic Money Exchange***by*Carmen Pellicer-Lostao & Ricardo Lopez-Ruiz**0901.0992 An Adaptive Markov Chain Monte Carlo Method for GARCH Model***by*Tetsuya Takaishi**0901.0903 A long-range memory stochastic model of the return in financial markets***by*V. Gontis & J. Ruseckas & A. Kononovicius**0901.0674 Robust pricing and hedging of double no-touch options***by*Alexander M. G. Cox & Jan Obloj**0901.0638 Quantile Mechanics II: Changes of Variables in Monte Carlo methods and GPU-Optimized Normal Quantiles***by*William T. Shaw & Thomas Luu & Nick Brickman**0901.0495 Studies of the limit order book around large price changes***by*Bence Toth & Janos Kertesz & J. Doyne Farmer**0901.0447 Evaluating the performance of adapting trading strategies with different memory lengths***by*Andreas Krause**0901.0434 The alchemy of probability distributions: beyond Gram-Charlier expansions, and a skew-kurtotic-normal distribution from a rank transmutation map***by*William T. Shaw & Ian R. C. Buckley**0901.0401 From Physics to Economics: An Econometric Example Using Maximum Relative Entropy***by*Adom Giffin

### 2008

**0901.0091 Illiquidity and Derivative Valuation***by*Ulrich Horst & Felix Naujokat**0901.0033 Measuring expectations in options markets: An application to the SP500 index***by*Abel Rodriguez & Enrique ter Horst**0812.4978 Optimal dividend distribution under Markov-regime switching***by*Zhengjun Jiang & Martijn Pistorius**0812.4737 Economic law of increase of Kolmogorov complexity. Transition from financial crisis 2008 to the zero-order phase transition (social explosion)***by*V. P. Maslov**0812.4548 A method of moments approach to pricing double barrier contracts driven by a general class of jump diffusions***by*Bjorn Eriksson & Martijn Pistorius**0812.4455 Probability of Large Movements in Financial Markets***by*Robert Kitt & Maksim Sakki & Jaan Kalda**0812.4210 A Stochastic Processes Toolkit for Risk Management***by*Damiano Brigo & Antonio Dalessandro & Matthias Neugebauer & Fares Triki**0812.4199 An exact formula for default swaptions' pricing in the SSRJD stochastic intensity model***by*Damiano Brigo & Naoufel El-Bachir**0812.4163 Default correlation, cluster dynamics and single names: The GPCL dynamical loss model***by*Damiano Brigo & Andrea Pallavicini & Roberto Torresetti**0812.4159 Constant Maturity Credit Default Swap Pricing with Market Models***by*Damiano Brigo**0812.4156 Arbitrage-free Pricing of Credit Index Options: The no-armageddon pricing measure and the role of correlation after the subprime crisis***by*Massimo Morini & Damiano Brigo**0812.4052 The general mixture-diffusion SDE and its relationship with an uncertain-volatility option model with volatility-asset decorrelation***by*Damiano Brigo**0812.4050 On three filtering problems arising in mathematical finance***by*Damiano Brigo & Bernard Hanzon**0812.4028 Steady coexistence of the subjects of the market representing the private and state capital***by*Viktor I. Shapovalov**0812.4010 Discrete Time vs Continuous Time Stock-price Dynamics and implications for Option Pricing***by*Damiano Brigo & Fabio Mercurio**0812.3705 Bilateral counterparty risk valuation with stochastic dynamical models and application to Credit Default Swaps***by*Damiano Brigo & Agostino Capponi**0812.3538 Estimation of the instantaneous volatility***by*A. Alvarez & F. Panloup & M. Pontier & N. Savy**0812.3381 Computation of VaR and CVaR using stochastic approximations and unconstrained importance sampling***by*Olivier Aj Bardou & Noufel Frikha & G. Pag\`es**0812.3378 On the Financial Crisis 2008 from a Physicist's viewpoint: A Spin-Glass Interpretation***by*U. Krey**0812.3128 A transform approach to compute prices and greeks of barrier options driven by a class of Levy processes***by*Marc Jeannin & Martijn Pistorius**0812.3117 Pricing and hedging barrier options in a hyper-exponential additive model***by*Marc Jeannin & Martijn Pistorius**0812.3083 A Finite Element Framework for Option Pricing with the Bates Model***by*Edie Miglio & Carlo Sgarra**0812.2664 Evidence for the Gompertz Curve in the Income Distribution of Brazil 1978-2005***by*Newton J. Moura Jr. & Marcelo B. Ribeiro**0812.2604 Asset Allocation and Risk Assessment with Gross Exposure Constraints for Vast Portfolios***by*Jianqing Fan & Jingjin Zhang & Ke Yu**0812.2603 Computational modeling of collective human behavior: Example of financial markets***by*Andy Kirou & Blazej Ruszczycki & Markus Walser & Neil F. Johnson**0812.2449 Market bubbles and crashes***by*T. Kaizoji & D. Sornette**0812.2444 Viscosity Solutions and American Option Pricing in a Stochastic Volatility Model of the Ornstein-Uhlenbeck Type***by*Alexandre F. Roch**0812.2440 Liquidity Risk, Price Impacts and the Replication Problem***by*Alexandre F. Roch**0812.2148 On properties of Continuous-Time Random Walks with Non-Poissonian jump-times***by*Javier Villarroel & Miquel Montero**0812.2000 Correlated Random Walks and the Joint Survival Probability***by*Mark B. Wise & Vineer Bhansali**0812.1512 Preferred numbers and the distribution of trade sizes and trading volumes in the Chinese stock market***by*Guo-Hua Mu & Wei Chen & J\'anos Kert\'esz & Wei-Xing Zhou**0812.0913 The Mirage of Triangular Arbitrage in the Spot Foreign Exchange Market***by*Daniel J. Fenn & Sam D. Howison & Mark McDonald & Stacy Williams & Neil F. Johnson**0812.0761 Option Pricing Model Based on a Markov-modulated Diffusion with Jumps***by*Nikita Ratanov**0812.0556 Perpetual American vanilla option pricing under single regime change risk. An exhaustive study***by*Miquel Montero**0812.0449 Locally adaptive estimation methods with application to univariate time series***by*Mstislav Elagin**0812.0208 International Comparison of Labor Productivity Distribution for Manufacturing and Non-Manufacturing Firms***by*Yuichi Ikeda & Wataru Souma**0812.0136 A mixed relaxed singular maximum principle for linear SDEs with random coefficients***by*Daniel Andersson**0812.0033 Multiplicative approximation of wealth processes involving no-short-sale strategies via simple trading***by*Constantinos Kardaras & Eckhard Platen**0811.4715 Utility maximization in incomplete markets with default***by*Thomas Lim & Marie-Claire Quenez**0811.4678 Mathematics underlying the 2008 financial crisis, and a possible remedy***by*V. P. Maslov & V. E. Nazaikinskii**0811.4613 Pricing financial derivatives by a minimizing method***by*Eduard Rotenstein**0811.4256 Mechanisms of Self-Organization and Finite Size Effects in a Minimal Agent Based Model***by*V. Alfi & M. Cristelli & L. Pietronero & A. Zaccaria**0811.4039 Hedging of Defaultable Contingent Claims using BSDE with uncertain time horizon***by*Christophette Blanchet-Scalliet & Anne Eyraud-Loisel & Manuela Royer-Carenzi**0811.4021 Effect of changing data size on eigenvalues in the Korean and Japanese stock markets***by*Cheoljun Eom & Woo-Sung Jung & Taisei Kaizoji & Seunghwan Kim**0811.3988 Dynamic communities in multichannel data: An application to the foreign exchange market during the 2007--2008 credit crisis***by*Daniel J. Fenn & Mason A. Porter & Mark McDonald & Stacy Williams & Neil F. Johnson & Nick S. Jones**0811.3889 Multivariate utility maximization with proportional transaction costs***by*Luciano Campi & Mark P. Owen**0811.3885 Fluctuations of company yearly profits versus scaled revenue: Fat tail distribution of Levy type***by*H. E. Roman & R. A. Siliprandi & C. Dose & C. Riccardi & M. Porto**0811.3749 Quantile hedging for an insider***by*Przemyslaw Klusik & Zbigniew Palmowski & Jakub Zwierz**0811.3130 An Apology for Money***by*Karl Svozil**0811.3122 A multiscale view on inverse statistics and gain/loss asymmetry in financial time series***by*Johannes Vitalis Siven & Jeffrey Todd Lins & Jonas Lundbek Hansen**0811.2125 GDP growth rate and population***by*Ivan O. Kitov**0811.2124 The driving force of labor productivity***by*Ivan O. Kitov & Oleg I. kitov**0811.2084 A model of subjective supply-demand: the maximum Boltzmann/Shannon entropy solution***by*Edward W. Piotrowski & Jan Sladkowski**0811.1896 Binomial approximations of shortfall risk for game options***by*Yan Dolinsky & Yuri Kifer**0811.1561 Time Series Technical Analysis via New Fast Estimation Methods: A Preliminary Study in Mathematical Finance***by*Michel Fliess & C\'edric Join**0811.1182 Modelling the transition from a socialist to capitalist economic system***by*Ivan O. Kitov**0811.1064 Transition from Pareto to Boltzmann-Gibbs behavior in a deterministic economic model***by*J. Gonzalez-Estevez & M. G. Cosenza & O. Alvarez-Llamoza & R. Lopez-Ruiz**0811.0896 Relationship between inflation, unemployment and labor force change rate in France: cointegration test***by*Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya**0811.0892 Inflation as a function of labor force change rate: cointegration test for the USA***by*Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya**0811.0889 Real GDP per capita in developed countries***by*Ivan O. Kitov**0811.0800 The instability of downside risk measures***by*Istvan Varga-Haszonits & Imre Kondor**0811.0591 On the singular limit of solutions to the CIR interest rate model with stochastic volatility***by*B. Stehlikova & D. Sevcovic**0811.0490 Modelling real GDP per capita in the USA: cointegration test***by*Ivan O. Kitov & Oleg I. Kitov & Svetlana A. Dolinskaya**0811.0489 Modelling the average income dependence on work experience***by*Ivan O. Kitov**0811.0473 On non-existence of a one factor interest rate model for volatility averaged generalized Fong-Vasicek term structures***by*B. Stehlikova & D. Sevcovic**0811.0448 Statistical properties of information flow in financial time series***by*Cheoljun Eom & Okyu Kwon & Woo-Sung Jung**0811.0376 Exact prediction of S&P 500 returns***by*Ivan O. Kitov & Oleg I. Kitov**0811.0356 Modeling the evolution of Gini coefficient for personal incomes in the USA between 1947 and 2005***by*Ivan O. Kitov**0811.0352 Evolution of the personal income distribution in the USA: High incomes***by*Ivan O. Kitov**0811.0182 A model of returns for the post-credit-crunch reality: Hybrid Brownian motion with price feedback***by*William T. Shaw**0810.5698 The Continuous Time Nonzero-sum Dynkin Game Problem and Application in Game Options***by*Said Hamadene & Jianfeng Zhang**0810.5306 Economics need a scientific revolution***by*Jean-Philippe Bouchaud**0810.5146 Semi-static hedging for certain Margrabe type options with barriers***by*Michael Schmutz**0810.4912 Serial correlation and heterogeneous volatility in financial markets: beyond the LeBaron effect***by*Simone Bianco & Fulvio Corsi & Roberto Reno'**0810.4844 Predator-Prey Model for Stock Market Fluctuations***by*Miquel Montero**0810.4608 Trust! Why it Has Been Lost and How to Regain It***by*D. Sornette**0810.4409 Market Mill Dependence Pattern in the Stock Market: Multiscale Conditional Dynamics***by*Sergey Zaitsev & Alexander Zaitsev & Andrei Leonidov & Vladimir Trainin**0810.4000 Le trading algorithmique***by*Victor Lebreton**0810.2508 Universality in the stock exchange***by*Rui Gon\c{c}alves & Alberto Pinto**0810.2016 Hedging of claims with physical delivery under convex transaction costs***by*Teemu Pennanen & Irina Penner**0810.1922 Look-Ahead Benchmark Bias in Portfolio Performance Evaluation***by*Gilles Daniel & Didier Sornette & Peter Wohrmann**0810.1625 Volatility Effects on the Escape Time in Financial Market Models***by*Bernardo Spagnolo & Davide Valenti**0810.1215 Scale free effects in world currency exchange network***by*A. Z. Gorski & S. Drozdz & J. Kwapien**0810.1059 Measuring the "non-stopping timeness" of ends of previsible sets***by*Ju-Yi Yen & Marc Yor**0810.0917 Hedging and production decisions under uncertainty: A survey***by*Moawia Alghalith**0810.0678 Portfolio Optimization under Habit Formation***by*Roman Naryshkin & Matt Davison**0810.0055 Comparisons for backward stochastic differential equations on Markov chains and related no-arbitrage conditions***by*Samuel N. Cohen & Robert J. Elliott**0809.4781 On contingent claims pricing in incomplete markets: A risk sharing approach***by*Michail Anthropelos & Nikolaos E. Frangos & Stylianos Z. Xanthopoulos & Athanasios N. Yannacopoulos**0809.4615 Correlation, hierarchies, and networks in financial markets***by*M. Tumminello & F. Lillo & R. N. Mantegna**0809.4570 Stock market volatility: An approach based on Tsallis entropy***by*Sonia R. Bentes & Rui Menezes & Diana A. Mendes**0809.4372 Ruin probabilities under general investments and heavy-tailed claims***by*Henrik Hult & Filip Lindskog**0809.4139 Breakdown of the mean-field approximation in a wealth distribution model***by*Matus Medo**0809.3978 Multi-market minority game: breaking the symmetry of choice***by*Karol Wawrzyniak & Wojciech Wislicki**0809.3902 Clustering of discretely observed diffusion processes***by*Alessandro De Gregorio & Stefano Maria Iacus**0809.3824 Time Consistent Dynamic Limit Order Books Calibrated on Options***by*Jocelyne Bion-Nadal**0809.3714 Existence, uniqueness and a constructive solution algorithm for a class of finite Markov moment problems***by*Laurent Gosse & Olof Runborg**0809.3541 Labour Productivity Superstatistics***by*Hideaki Aoyama & Hiroshi Yoshikawa & Hiroshi Iyetomi & Yoshi Fujiwara**0809.3418 Network effects in a human capital based economic growth model***by*Teresa Vaz Martins & Tanya Araujo & Maria Augusta Santos & Miguel St Aubyn**0809.3405 Analysis of Fourier transform valuation formulas and applications***by*Ernst Eberlein & Kathrin Glau & Antonis Papapantoleon**0809.3375 Smile dynamics -- a theory of the implied leverage effect***by*Stefano Ciliberti & Jean-Philippe Bouchaud & Marc Potters**0809.3305 Implied volatility explosions: European calls and implied volatilities close to expiry in exponential L\'evy models***by*Michael Roper**0809.3060 Non-Gibrat's law in the middle scale region***by*Masashi Tomoyose & Shouji Fujimoto & Atushi Ishikawa**0809.2878 Optimal Time to Sell a Stock in Black-Scholes Model: Comment on "Thou shall buy and hold", by A. Shiryaev, Z. Xu and X.Y. Zhou***by*Satya N. Majumdar & Jean-Philippe Bouchaud**0809.2270 On incompleteness of bond markets with infinite number of random factors***by*Micha{\l} Barski & Jacek Jakubowski & Jerzy Zabczyk**0809.1985 Affine Models***by*Christa Cuchiero & Damir Filipovic & Josef Teichmann**0809.1747 Local time and the pricing of time-dependent barrier options***by*Aleksandar Mijatovic**0809.1612 Correlated continuous time random walks***by*Mark M. Meerschaert & Erkan Nane & Yimin Xiao**0809.1534 Outflow Dynamics in Modeling Oligopoly Markets: The Case of the Mobile Telecommunications Market in Poland***by*Katarzyna Sznajd-Weron & Rafa{\l} Weron & Maja W{\l}oszczowska**0809.1516 SURE shrinkage of Gaussian paths and signal identification***by*Nicolas Privault & Anthony R\'eveillac**0809.1393 Graphical models for correlated defaults***by*I. Onur Filiz & Xin Guo & Jason Morton & Bernd Sturmfels**0809.1139 Fractality feature in oil price fluctuations***by*M. Momeni & I. Kourakis & K. Talebi**0809.1040 Patterns in high-frequency FX data: Discovery of 12 empirical scaling laws***by*J. B. Glattfelder & A. Dupuis & R. B. Olsen**0809.0979 A housing-demographic multi-layered nonlinear model to test regulation strategies***by*Ramon Huerta & Fernando Corbacho & Luis F. Lago-Fernandez**0809.0822 How markets slowly digest changes in supply and demand***by*Jean-Philippe Bouchaud & J. Doyne Farmer & Fabrizio Lillo**0809.0739 A dual characterization of self-generation and exponential forward performances***by*Gordan \v{Z}itkovi\'c**0809.0481 Solvable Stochastic Dealer Models for Financial Markets***by*Kenta Yamada & Hideki Takayasu & Takatoshi Ito & Misako Takayasu**0809.0448 The Stock Market as a Game: An Agent Based Approach to Trading in Stocks***by*Eric Engle**0809.0437 Minimal Spanning Tree graphs and power like scaling in FOREX networks***by*A Z Gorski & S. Drozdz & J. Kwapien**0809.0301 Esscher transform and the duality principle for multidimensional semimartingales***by*Ernst Eberlein & Antonis Papapantoleon & Albert N. Shiryaev**0809.0250 Multiscaling behavior in the volatility return intervals of Chinese indices***by*Fei Ren & Wei-Xing Zhou**0809.0241 Bayesian Analysis of Value-at-Risk with Product Partition Models***by*Giacomo Bormetti & Maria Elena De Giuli & Danilo Delpini & Claudia Tarantola**0808.4012 Robust hedging of double touch barrier options***by*Alexander M. G. Cox & Jan K. Ob{\l}\'oj**0808.3565 Minimal Agent Based Model for Financial Markets II: Statistical Properties of the Linear and Multiplicative Dynamics***by*V. Alfi & M. Cristelli & L. Pietronero & A. Zaccaria**0808.3562 Minimal Agent Based Model for Financial Markets I: Origin and Self-Organization of Stylized Facts***by*V. Alfi & M. Cristelli & L. Pietronero & A. Zaccaria**0808.3360 Criticality Characteristics of Current Oil Price Dynamics***by*Stanislaw Drozdz & Jaroslaw Kwapien & Pawel Oswiecimka**0808.3339 Random walker in a temporally deforming higher-order potential forces observed in financial crisis***by*Kota Watanabe & Hideki Takayasu & Misako Takayasu**0808.3269 Dynamic scaling approach to study time series fluctuations***by*Alexander S. Balankin**0808.3200 Multifactor Analysis of Multiscaling in Volatility Return Intervals***by*Fengzhong Wang & Kazuko Yamasaki & Shlomo Havlin & H. Eugene Stanley**0808.3196 Queue-length Variations In A Two-Restaurant Problem***by*Anindya S. Chakrabarti & Bikas K. Chakrabarti**0808.2892 On honest times in financial modeling***by*Ashkan Nikeghbali & Eckhard Platen**0808.1828 Theory of Zipf's Law and of General Power Law Distributions with Gibrat's law of Proportional Growth***by*A. Saichev & Y. Malevergne & D. Sornette**0808.1710 Dynamic modeling of mean-reverting spreads for statistical arbitrage***by*Kostas Triantafyllopoulos & Giovanni Montana**0808.1655 Shelf space strategy in long-tail markets***by*R. Alexander Bentley & Paul Ormerod & Mark E. Madsen**0808.1538 Heterogeneous expectations and long range correlation of the volatility of asset returns***by*Jerome Coulon & Yannick Malevergne**0808.1090 Changes in the Distribution of Income Volatility***by*Shane T. Jensen & Stephen H. Shore**0808.0372 The distribution of first-passage times and durations in FOREX and future markets***by*Naoya Sazuka & Jun-ichi Inoue & Enrico Scalas**0807.5001 Decomposition of order statistics of semimartingales using local times***by*Raouf Ghomrasni & Olivier Menoukeu Pamen**0807.4958 Hazard processes and martingale hazard processes***by*Delia Coculescu & Ashkan Nikeghbali**0807.4639 Emergence of long memory in stock volatility from a modified Mike-Farmer model***by*Gao-Feng Gu & Wei-Xing Zhou**0807.4484 Taxes in a simple wealth distribution model by inelastically scattering particles***by*Sebastian D. Guala**0807.4394 Financial Time Series Analysis of SV Model by Hybrid Monte Carlo***by*Tetsuya Takaishi**0807.4163 The Ups and Downs of Modeling Financial Time Series with Wiener Process Mixtures***by*Damien Challet & Pier Paolo Peirano**0807.3960 Existence, uniqueness and efficiency of equilibrium in hedonic markets with multidimenstional types***by*Ivar Ekeland**0807.3898 Modelling interest rates by correlated multi-factor CIR-like processes***by*L. Bertini & L. Passalacqua**0807.3814 Interdisciplinarity in Socio-economics, mathematical analysis and predictability of complex systems***by*D. Sornette**0807.3800 What drives mutual fund asset concentration?***by*Yonathan Schwarzkopf & J. Doyne Farmer**0807.3479 Asymptotic analysis for a simple explicit estimator in Barndorff-Nielsen and Shephard stochastic volatility models***by*Friedrich Hubalek & Petra Posedel**0807.3464 Joint analysis and estimation of stock prices and trading volume in Barndorff-Nielsen and Shephard stochastic volatility models***by*Friedrich Hubalek & Petra Posedel**0807.3059 Agent-based model of competition in a social structure***by*Erika Fille Legara & Anthony Longjas & Rene Batac**0807.2962 Superhedging in illiquid markets***by*Teemu Pennanen**0807.2583 Scaling and efficiency determine the irreversible evolution of a market***by*Fulvio Baldovin & Attilio L. Stella**0807.2526 Arbitrage and deflators in illiquid markets***by*Teemu Pennanen**0807.2124 An Information-Based Framework for Asset Pricing: X-Factor Theory and its Applications***by*Andrea Macrina**0807.2083 Market dynamics after large financial crash***by*G. L. Buchbinder & K. M. Chistilin**0807.1888 Minimal Agent Based Model For The Origin And Self-Organization Of Stylized Facts In Financial Markets***by*V. Alfi & L. Pietronero & A. Zaccaria**0807.1831 The evolution of EU business cycle synchronisation 1981-2007***by*Paul Ormerod**0807.1823 Cooperation Evolution in Random Multiplicative Environments***by*Gur Yaari & Sorin Solomon**0807.1818 Statistical properties of volatility return intervals of Chinese stocks***by*Fei Ren & Liang Guo & Wei-Xing Zhou**0807.1771 Random matrix theory and the evolution of business cycle synchronisation 1886-2006***by*Paul Ormerod**0807.1639 Global recessions as a cascade phenomenon with heterogenous, interacting agents***by*Paul Ormerod**0807.1253 Informed Traders***by*Dorje C. Brody & Mark H. A. Davis & Robyn L. Friedman & Lane P. Hughston**0807.1227 On the Esscher transforms and other equivalent martingale measures for Barndorff-Nielsen and Shephard stochastic volatility models with jumps***by*Friedrich Hubalek & Carlo Sgarra**0807.1213 Monte Carlo Greeks for financial products via approximative transition densities***by*Joerg Kampen & Anastasia Kolodko & John Schoenmakers**0807.1201 Quantitative comparisons between finitary posterior distributions and Bayesian posterior distributions***by*Federico Bassetti**0807.1014 The escape problem under stochastic volatility: the Heston model***by*Jaume Masoliver & Josep Perello**0807.0925 Stochastic resonance and the trade arrival rate of stocks***by*A. Christian Silva & Ju-Yi J. Yen**0807.0563 The exponentially truncated q-distribution: A generalized distribution for real complex systems***by*Hari M. Gupta & Jose R. Campanha**0807.0309 Counterparty risk valuation for CDS***by*Christophette Blanchet-Scalliet & Fr\'ed\'eric Patras**0806.4876 Inconsistency of the judgment matrix in the AHP method and the decision maker's knowledge***by*Anna Szczypinska & Edward W. Piotrowski**0806.4834 Dual method for continuous-time Markowitz's Problems with nonlinear wealth equations***by*Shaolin Ji**0806.4676 Classification of barrier options***by*J. C. Ndogmo**0806.4675 Some Control Variates for exotic options***by*JC Ndogmo**0806.4506 Geometric extension of put-call symmetry in the multiasset setting***by*Ilya Molchanov & Michael Schmutz**0806.4125 Ruin models with investment income***by*Jostein Paulsen**0806.4061 An explicit solution for an optimal stopping/optimal control problem which models an asset sale***by*Vicky Henderson & David Hobson