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### 2007

**0710.2775 Dam Rain and Cumulative Gain***by*Dorje C. Brody & Lane P. Hughston & Andrea Macrina**0710.2758 The fundamental theorem of asset pricing under proportional transaction costs***by*Alet Roux**0710.2583 Martingales, the Efficient Market Hypothesis, and Spurious Stylized Facts***by*Joseph L. McCauley & Kevin E. Bassler & Gemunu H. Gunaratne**0710.2402 Intraday pattern in bid-ask spreads and its power-law relaxation for Chinese A-share stocks***by*Xiao-Hui Ni & Wei-Xing Zhou**0710.1995 Influence of corruption on economic growth rate and foreign investments***by*Boris Podobnik & Jia Shao & Djuro Njavro & Plamen Ch. Ivanov & H. Eugene Stanley**0710.1909 In which Financial Markets do Mutual Fund Theorems hold true?***by*Walter Schachermayer & Mihai Sirbu & Erik Taflin**0710.1893 Quasistatically varying log-normal distribution in the middle scale region of Japanese land prices***by*Atushi Ishikawa**0710.1855 Divergent estimation error in portfolio optimization and in linear regression***by*Imre Kondor & Istvan Varga-Haszonits**0710.1729 The Grounds For Time Dependent Market Potentials From Dealers' Dynamics***by*Kenta Yamada & Hideki Takayasu & Misako Takayasu**0710.1439 Trading activity as driven Poisson process: comparison with empirical data***by*V. Gontis & B. Kaulakys & J. Ruseckas**0710.1307 Common Markets, Strong Currencies & the Collective Welfare***by*Esteban Guevara Hidalgo**0710.1139 Kinetic Economies***by*Wan Ahmad Tajuddin Wan Abdullah & Sidiq Mohamad Khidzir**0710.1014 Wealth distribution in a System with Wealth-limited Interactions***by*Marisciel L. Palima & Eduardo J. David**0710.0802 The Student ensemble of correlation matrices: eigenvalue spectrum and Kullback-Leibler entropy***by*Giulio Biroli & Jean-Philippe Bouchaud & Marc Potters**0710.0753 Modelling Bonds & Credit Default Swaps using a Structural Model with Contagion***by*Helen Haworth & Christoph Reisinger & William Shaw**0710.0745 Mixing Kohonen Algorithm, Markov Switching Model and Detection of Multiple Change-Points: An Application to Monetary History***by*Marie-Th\'er\`ese Boyer-Xambeu & Ghislain Deleplace & Patrice Gaubert & Lucien Gillard & Madalina Olteanu**0710.0576 Shrinkage and spectral filtering of correlation matrices: a comparison via the Kullback-Leibler distance***by*M. Tumminello & F. Lillo & R. N. Mantegna**0710.0459 Statistical properties of agent-based market area model***by*Zoltan Kuscsik & Denis Horvath**0710.0241 Adapted Downhill Simplex Method for Pricing Convertible Bonds***by*Kateryna Mishchenko & Volodymyr Mishchenko & Anatoliy Malyarenko**0710.0114 Reinforcement learning in market games***by*Edward W. Piotrowski & Jan Sladkowski & Anna Szczypinska**0710.0069 High-order accurate implicit methods for the pricing of barrier options***by*J. C. Ndogmo & D. B. Ntwiga**0709.4467 A Convex Stochastic Optimization Problem Arising from Portfolio Selection***by*Hanqing Jin & Zuo Quan Xu & Xun Yu Zhou**0709.4361 Interest rates mapping***by*M. Kanevski & M. Maignan & A. Pozdnoukhov & V. Timonin**0709.4358 Projective Market Model Approach to AHP Decision-Making***by*Anna Szczypinska & Edward W. Piotrowski**0709.4355 Agent Simulation of Chain Bankruptcy***by*Yuichi Ikeda & Yoshi Fujiwara & Wataru Souma & Hideaki Aoyama & Hiroshi Iyetomi**0709.4242 Rational Expectations, psychology and inductive learning via moving thresholds***by*H. Lamba & T. Seaman**0709.4096 Quantum Auctions: Facts and Myths***by*E. W. Piotrowski & J. Sladkowski**0709.4093 A Brief History of Economics: An Outsider's Account***by*Bikas K Chakrabarti**0709.3955 Statistics of Extreme Values in Time Series with Intermediate-Term Correlations***by*Cecilia Pennetta**0709.3884 Flexible least squares for temporal data mining and statistical arbitrage***by*Giovanni Montana & Kostas Triantafyllopoulos & Theodoros Tsagaris**0709.3710 Bidding Strategy with Forecast Technology Based on Support Vector Machine in Electrcity Market***by*C. Gao & E. Bompard & R. Napoli & Q. Wan**0709.3662 Econophysics, Statistical Mechanics Approach to***by*Victor M. Yakovenko**0709.3630 Investments in Random Environments***by*Emeterio Navarro & Ruben Cantero & Joao Rodrigues & Frank Schweitzer**0709.3261 Correlations and clustering in the trading of members of the London Stock Exchange***by*Ilija I. Zovko & J. Doyne Farmer**0709.3005 Feedback and efficiency in limit order markets***by*Damien Challet**0709.2830 Behavioral Portfolio Selection in Continuous Time***by*Hanqing Jin & Xunyu Zhou**0709.2694 Innovation Success and Structural Change: An Abstract Agent Based Study***by*Tanya Araujo & R. Vilela Mendes**0709.2630 Evolution of community structure in the world trade web***by*Irena Tzekina & Karan Danthi & Daniel N. Rockmore**0709.2423 Effectiveness of Measures of Performance During Speculative Bubbles***by*Filippo Petroni & Giulia Rotundo**0709.2416 Measuring Volatility Clustering in Stock Markets***by*Gabjin Oh & Seunghwan Kim & Cheoljun Eom & Taehyuk Kim**0709.2209 Topological Properties of Stock Networks Based on Random Matrix Theory in Financial Time Series***by*Cheoljun Eom & Gapjin Oh & Hawoong Jeong & Seunghwan Kim**0709.2200 Statistical Investigation of Connected Structures of Stock Networks in Financial Time Series***by*Cheoljun Eom & Gabjin Oh & Seunghwan Kim**0709.2178 Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets?***by*Sonia R. Bentes & Rui Menezes & Diana A. Mendes**0709.2083 Economic dynamics with financial fragility and mean-field interaction: a model***by*Corrado Di Guilmi & Mauro Gallegati & Simone Landini**0709.2070 Understanding the volatility smile of options markets through microsimulation***by*G. Qiu & D. Kandhai & P. M. A. Sloot**0709.1725 Volatility return intervals analysis of the Japanese market***by*Woo-Sung Jung & Fengzhong Wang & Shlomo Havlin & Taisei Kaizoji & Hie-Tae Moon & H. Eugene Stanley**0709.1589 American Options under Proportional Transaction Costs: Pricing, Hedging and Stopping Algorithms for Long and Short Positions***by*Alet Roux & Tomasz Zastawniak**0709.1543 Kinetic Exchange Models for Income and Wealth Distributions***by*Arnab Chatterjee & Bikas K. Chakrabarti**0709.1536 Influence of deterministic trend on the estimated parameters of GARCH(1,1) model***by*Calin Vamos & Maria Craciun**0709.1530 Application of spectral methods for high-frequency financial data to quantifying states of market participants***by*Aki-Hiro Sato**0709.1281 Relative and Discrete Utility Maximising Entropy***by*Grzegorz Hara\'nczyk & Wojciech S{\l}omczy\'nski & Tomasz Zastawniak**0709.1219 Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index***by*Guo-Hua Mu & Wei-Xing Zhou**0709.1092 Persistence in a Random Bond Ising Model of Socio-Econo Dynamics***by*S. Jain & T. Yamano**0709.0976 Multifractal regime transition in a modified minority game model***by*Antonio F. Crepaldi & Camilo Rodrigues Neto & Fernando F. Ferreira & Gerson Francisco**0709.0838 Modeling long-range cross-correlations in two-component ARFIMA and FIARCH processes***by*Boris Podobnik & Davor Horvatic & Alfonso Lam Ng & H. Eugene Stanley & Plamen Ch. Ivanov**0709.0810 A Comparative Study of Stochastic Volatility Models***by*E. Cisana & L. Fermi & G. Montagna & O. Nicrosini**0709.0668 Entropy and Uncertainty Analysis in Financial Markets***by*Andreia Dionisio & Rui Menezes & Diana A. Mendes**0709.0591 Utility function estimation: the entropy approach***by*Andreia Dionisio & A. Heitor Reis**0709.0440 Are volatility estimators robust with respect to modeling assumptions?***by*Yingying Li & Per A. Mykland**0709.0281 Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Non-stationary Time Series***by*Boris Podobnik & H. Eugene Stanley**0709.0232 Valuations and dynamic convex risk measures***by*A. Jobert & L. C. G. Rogers**0709.0159 An empirical behavioral model of liquidity and volatility***by*Szabolcs Mike & J. Doyne Farmer**0708.4376 Fast estimation of multivariate stochastic volatility***by*Kostas Triantafyllopoulos & Giovanni Montana**0708.4359 On the Topological Properties of the World Trade Web: A Weighted Network Analysis***by*Giorgio Fagiolo & Javier Reyes & Stefano Schiavo**0708.4347 World currency exchange rate cross-correlations***by*S. Drozdz & A. Z. Gorski & J. Kwapien**0708.4178 Relationship between degree of efficiency and prediction in stock price changes***by*Cheoljun Eom & Gabjin Oh & Woo-Sung Jung**0708.4095 $L^2$-approximating pricing under restricted information***by*M. Mania & R. Tevzadze & T. Toronjadze**0708.4022 Time reversal invariance in finance***by*Gilles Zumbach**0708.3472 Empirical distributions of Chinese stock returns at different microscopic timescales***by*Gao-Feng Gu & Wei Chen & Wei-Xing Zhou**0708.3467 Analytical modelling of terminal properties in industrial growth***by*Arnabi Marjit & Sudipto Marjit & Arnab K. Ray**0708.3198 Universal price impact functions of individual trades in an order-driven market***by*Wei-Xing Zhou**0708.3012 Perturbation Expansion for Option Pricing with Stochastic Volatility***by*Petr Jizba & Hagen Kleinert & Patrick Haener**0708.2805 The public goods game on homogeneous and heterogeneous networks: investment strategy according to the pool size***by*Zi-Gang Huang & Zhi-Xi Wu & Jian-Yue Guan & An-Cai Wu & Ying-Hai Wang**0708.2542 Capital Allocation to Business Units and Sub-Portfolios: the Euler Principle***by*Dirk Tasche**0708.2090 The Product Space Conditions the Development of Nations***by*C. A. Hidalgo & B. Klinger & A. -L. Barabasi & R. Hausmann**0708.2071 Eduction and Economy -- An Analysis of Statistical Data***by*H. -U. Habermeier**0708.2020 Models with time-dependent parameters using transform methods: application to Heston's model***by*A. Elices**0708.1874 Point estimation with exponentially tilted empirical likelihood***by*Susanne M. Schennach**0708.1756 Optimal execution strategies in limit order books with general shape functions***by*Aur\'elien Alfonsi & Antje Fruth & Alexander Schied**0708.1715 On the Structure of General Mean-Variance Hedging Strategies***by*Ale\v{s} \v{C}ern\'y & Jan Kallsen**0708.1627 Rearranging Edgeworth-Cornish-Fisher Expansions***by*Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon**0708.1568 Nonlinear option pricing models for illiquid markets: scaling properties and explicit solutions***by*Ljudmila A. Bordag & Ruediger Frey**0708.1146 Stochastic Knapsack Problem Revisited: Switch-Over Policies and Dynamic Pricing***by*Grace Lin & Yingdong Lu & David Yao**0708.0998 Fine-tune your smile: Correction to Hagan et al***by*Jan Obloj**0708.0588 Investment and Consumption without Commitment***by*Ivar Ekeland & Traian A. Pirvu**0708.0562 Group dynamics of the Japanese market***by*Woo-Sung Jung & Okyu Kwon & Fengzhong Wang & Taisei Kaizoji & Hie-Tae Moon & H. Eugene Stanley**0708.0544 Perpetual American options within CTRW's***by*Miquel Montero**0708.0353 The Local Fractal Properties of the Financial Time Series on the Polish Stock Exchange Market***by*D. Grech & G. Pamu{\l}a**0708.0275 A new formulation of asset trading games in continuous time with essential forcing of variation exponent***by*Kei Takeuchi & Masayuki Kumon & Akimichi Takemura**0708.0209 Models of Financial Markets with Extensive Participation Incentives***by*C. H. Yeung & K. Y. Michael Wong & Y. -C. Zhang**0708.0132 Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii***by*Sara van de Geer**0708.0124 Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii***by*A. B. Tsybakov**0708.0121 Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii***by*Xiaotong Shen & Lifeng Wang**0708.0098 Discussion of ``2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization'' by V. Koltchinskii***by*St\'ephan Cl\'emen\c{c}on & G\'abor Lugosi & Nicolas Vayatis**0708.0089 Discussion of "2004 IMS Medallion Lecture: Local Rademacher complexities and oracle inequalities in risk minimization" by V. Koltchinskii***by*Peter L. Bartlett & Shahar Mendelson**0708.0063 Information flow between composite stock index and individual stocks***by*Okyu Kwon & Jae-Suk Yang**0708.0046 Sparse and stable Markowitz portfolios***by*Joshua Brodie & Ingrid Daubechies & Christine De Mol & Domenico Giannone & Ignace Loris**0707.4638 Indication of multiscaling in the volatility return intervals of stock markets***by*Fengzhong Wang & Kazuko Yamasaki & Shlomo Havlin & H. Eugene Stanley**0707.4347 The International Trade Network***by*K. Bhattacharya & G. Mukherjee & S. S. Manna**0707.4343 The International Trade Network: weighted network analysis and modelling***by*K. Bhattacharya & G. Mukherjee & J. Saramaki & K. Kaski & S. S. Manna**0707.3703 Economic Amplifier - A New Econophysics Model***by*Ion Spanulescu & Anca Gheorghiu**0707.3482 A Bayesian Framework for Combining Valuation Estimates***by*Kenton K. Yee**0707.3478 Credit risk - A structural model with jumps and correlations***by*Rudi Sch\"afer & Markus Sj\"olin & Andreas Sundin & Michal Wolanski & Thomas Guhr**0707.3321 Multi-scale correlations in different futures markets***by*M. Bartolozzi & C. Mellen & T. Di Matteo & T. Aste**0707.3198 Growth-optimal portfolios under transaction costs***by*Jan Palczewski & Lukasz Stettner**0707.2341 A Cultural Market Model***by*Amac Herdagdelen & Haluk Bingol**0707.2284 Nonlinear behavior of the Chinese SSEC index with a unit root: Evidence from threshold unit root tests***by*Xi-Yuan Qian & Fu-Tie Song & Wei-Xing Zhou**0707.1897 Maximum Entropy, the Collective Welfare Principle and the Globalization Process***by*Esteban Guevara Hidalgo**0707.0854 Adaptation and Coevolution on an Emergent Global Competitive Landscape***by*Philip V. Fellman & Jonathan Vos Post & Roxana Wright & Usha Dasari**0707.0385 Specialization of strategies and herding behavior of trading firms in a financial market***by*Fabrizio Lillo & Esteban Moro & Gabriella Vaglica & Rosario N. Mantegna**0707.0324 Quantum Nash Equilibria and Quantum Computing***by*Philip V. Fellman & Jonathan Vos Post**0706.4432 The minority game: An economics perspective***by*Willemien Kets**0706.3827 The fractional volatility model: An agent-based interpretation***by*R. Vilela Mendes**0706.3331 A Model for Counterparty Risk with Geometric Attenuation Effect and the Valuation of CDS***by*Yunfen Bai & Xinhua Hu & Zhongxing Ye**0706.3122 Effects of payoff functions and preference distributions in an adaptive population***by*H. M. Yang & Y. S. Ting & K. Y. Michael Wong**0706.2140 Multifractality in stock indexes: Fact or fiction?***by*Zhi-Qiang Jiang & Wei-Xing Zhou**0706.1839 Nurturing Breakthroughs: Lessons from Complexity Theory***by*Didier Sornette**0706.1836 Long Memory in Nonlinear Processes***by*Rohit Deo & Meng-Chen Hsieh & Clifford M. Hurvich & Philippe Soulier**0706.1460 Uncertainty in the Fluctuations of the Price of Stocks***by*G. R. Jafari & M. Sadegh Movahed & P. Noroozzadeh & A. Bahraminasab & Muhammad Sahimi & F. Ghasemi & M. Reza Rahimi Tabar**0706.1454 Heterogeneity and Increasing Returns May Drive Socio-Economic Transitions***by*G\'erard Weisbuch & Vincent Buskens & Luat Vuong**0706.1300 The Quantum Black-Scholes Equation***by*Luigi Accardi & Andreas Boukas**0706.1247 Are all highly liquid securities within the same class?***by*Silvio M. Duarte Queiros**0706.1028 Hiking the hypercube: producers and consumers***by*Tanya Ara\'ujo & G\'erard Weisbuch**0706.0664 Rent seeking games with tax evasion***by*O. Bundau & M. Neamtu & D. Opris**0706.0482 Stability of the utility maximization problem with random endowment in incomplete markets***by*Constantinos Kardaras & Gordan Zitkovic**0706.0480 Maximizing the Growth Rate under Risk Constraints***by*Traian A. Pirvu & Gordan Zitkovic**0706.0478 Optimal Investment with an Unbounded Random Endowment and Utility-Based Pricing***by*Mark Owen & Gordan Zitkovic**0706.0474 Stability of utility-maximization in incomplete markets***by*Kasper Larsen & Gordan Zitkovic**0706.0468 On the semimartingale property via bounded logarithmic utility***by*Kasper Larsen & Gordan Zitkovic**0706.0462 Financial equilibria in the semimartingale setting: complete markets and markets with withdrawal constraints***by*Gordan Zitkovic**0706.0168 Kullback-Leibler distance as a measure of the information filtered from multivariate data***by*Michele Tumminello & Fabrizio Lillo & Rosario Nunzio Mantegna**0706.0051 Optimal consumption from investment and random endowment in incomplete semimartingale markets***by*Ioannis Karatzas & Gordan Zitkovic**0705.4487 Utility Maximization with a Stochastic Clock and an Unbounded Random Endowment***by*Gordan Zitkovic**0705.4329 Scale-free avalanches in the multifractal random walk***by*M. Bartolozzi**0705.4112 Microscopic Origin of Non-Gaussian Distributions of Financial Returns***by*T. S. Biro & R. Rosenfeld**0705.4025 Stochastic analysis of an agent-based model***by*A. Veglio & M. Marsili**0705.4023 The limit order book on different time scales***by*Zoltan Eisler & Janos Kertesz & Fabrizio Lillo**0705.3760 Optimal cross hedging for insurance derivatives***by*Stefan Ankirchner & Peter Imkeller & Alexandre Popier**0705.3430 The Macro Model of the Inequality Process and The Surging Relative Frequency of Large Wage Incomes***by*John Angle**0705.3319 Detecting anchoring in financial markets***by*Jorgen Vitting Andersen**0705.3248 On a generalised model for time-dependent variance with long-term memory***by*Silvio M. Duarte Queiros**0705.2820 Entropy Oriented Trading: A Trading Strategy Based on the Second Law of Thermodynamics***by*Yoichi Hirai**0705.2551 Network Topology of an Experimental Futures Exchange***by*S. C. Wang & J. J. Tseng & C. C. Tai & K. H. Lai & W. S. Wu & S. H. Chen & S. P. Li**0705.2110 Optimal quantization for the pricing of swing options***by*Olivier Aj Bardou & Sandrine Bouthemy & Gilles Pag\`es**0705.2098 Kolkata Restaurant Problem as a generalised El Farol Bar Problem***by*Bikas K. Chakrabarti**0705.2097 A simple algorithm based on fluctuations to play the market***by*L. Gil**0705.1949 Correlated multi-asset portfolio optimisation with transaction cost***by*Siu Lung Law & Chiu Fan Lee & Sam Howison & Jeff N. Dewynne**0705.1302 Financial Valuation of Mortality Risk via the Instantaneous Sharpe Ratio: Applications to Pricing Pure Endowments***by*Moshe A. Milevsky & S. David Promislow & Virginia R. Young**0705.1297 Pricing Life Insurance under Stochastic Mortality via the Instantaneous Sharpe Ratio: Theorems and Proofs***by*Virginia R. Young**0705.1056 The log-normal distribution from Non-Gibrat's law in the middle scale region of profits***by*Atushi Ishikawa**0705.0503 Change point estimation for the telegraph process observed at discrete times***by*Alessandro De Gregorio & Stefano M. Iacus**0705.0161 Quantitative relations between corruption and economic factors***by*Jia Shao & Plamen Ch. Ivanov & Boris Podobnik & H. Eugene Stanley**0705.0076 Deterministic Factors of Stock Networks based on Cross-correlation in Financial Market***by*Cheoljun Eom & Gabjin Oh & Seunghwan Kim**0705.0053 Mutual Fund Theorems when Minimizing the Probability of Lifetime Ruin***by*Erhan Bayraktar & Virginia R. Young**0705.0029 EGT through Quantum Mechanics & from Statistical Physics to Economics***by*Esteban Guevara**0704.3798 Modeling the Epps effect of cross correlations in asset prices***by*Bence Toth & Balint Toth & Janos Kertesz**0704.3686 Improving Estimates of Monotone Functions by Rearrangement***by*Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon**0704.3649 Quantile and Probability Curves Without Crossing***by*Victor Chernozhukov & Ivan Fernandez-Val & Alfred Galichon**0704.2865 Classical and quantum randomness and the financial market***by*Andrei Khrennikov**0704.2244 Proving Regularity of the Minimal Probability of Ruin via a Game of Stopping and Control***by*Erhan Bayraktar & Virginia R. Young**0704.2139 Why only few are so successful ?***by*P. K. Mohanty**0704.2115 Uncovering the Internal Structure of the Indian Financial Market: Cross-correlation behavior in the NSE***by*Sitabhra Sinha & Raj Kumar Pan**0704.2003 Scaling laws of strategic behaviour and size heterogeneity in agent dynamics***by*Gabriella Vaglica & Fabrizio Lillo & Esteban Moro & Rosario N. Mantegna**0704.1976 Information-Based Asset Pricing***by*Dorje C. Brody & Lane P. Hughston & Andrea Macrina**0704.1738 Financial time-series analysis: A brief overview***by*A. Chakraborti & M. Patriarca & M. S. Santhanam**0704.1433 Exact retrospective Monte Carlo computation of arithmetic average Asian options***by*Benjamin Jourdain & Mohamed Sbai**0704.1348 Large portfolio losses: A dynamic contagion model***by*Paolo Dai Pra & Wolfgang J. Runggaldier & Elena Sartori & Marco Tolotti**0704.1338 True and Apparent Scaling: The Proximity of the Markov-Switching Multifractal Model to Long-Range Dependence***by*Ruipeng Liu & T. Di Matteo & Thomas Lux**0704.1225 Patterns of dominant flows in the world trade web***by*M. Angeles Serrano & Marian Boguna & Alessandro Vespignani**0704.1099 The Epps effect revisited***by*Bence Toth & Janos Kertesz**0704.0773 Collective behavior of stock price movements in an emerging market***by*Raj Kumar Pan & Sitabhra Sinha**0704.0745 Weak and Strong Taylor methods for numerical solutions of stochastic differential equations***by*Maria Siopacha & Josef Teichmann**0704.0664 Stock market return distributions: from past to present***by*S. Drozdz & M. Forczek & J. Kwapien & P. Oswiecimka & R. Rak**0704.0589 Analysis of the real estate market in Las Vegas: Bubble, seasonal patterns, and prediction of the CSW indexes***by*Wei-Xing Zhou & Didier Sornette**0704.0567 Yield Curve Shapes and the Asymptotic Short Rate Distribution in Affine One-Factor Models***by*Martin Keller-Ressel & Thomas Steiner**0704.0394 Average optimality for risk-sensitive control with general state space***by*Anna Ja\'skiewicz**0704.0335 Approximation of the distribution of a stationary Markov process with application to option pricing***by*Gilles Pag\`es & Fabien Panloup**math/0703862 Optimal Deferred Life Annuities to Minimize the Probability of Lifetime Ruin***by*Erhan Bayraktar & Virginia R. Young**math/0703850 Minimizing the Probability of Lifetime Ruin under Borrowing Constraints***by*Erhan Bayraktar & Virginia R. Young**math/0703834 Estimating the Fractal Dimension of the S&P 500 Index using Wavelet Analysis***by*Erhan Bayraktar & H. Vincent Poor & Ronnie Sircar**math/0703833 The Effects of Implementation Delay on Decision-Making Under Uncertainty***by*Erhan Bayraktar & Masahiko Egami**math/0703832 Queueing Theoretic Approaches to Financial Price Fluctuations***by*Erhan Bayraktar & Ulrich Horst & Ronnie Sircar**math/0703831 A Limit Theorem for Financial Markets with Inert Investors***by*Erhan Bayraktar & Ulrich Horst & Ronnie Sircar**math/0703828 Optimal Time to Change Premiums***by*Erhan Bayraktar & H. Vincent Poor**math/0703827 Interacting Agent Feedback Finance Model***by*Biao Wu**math/0703825 A Unified Treatment of Dividend Payment Problems under Fixed Cost and Implementation Delays***by*Erhan Bayraktar & Masahiko Egami**math/0703824 Minimizing the Lifetime Shortfall or Shortfall at Death***by*Erhan Bayraktar**math/0703823 Optimizing Venture Capital Investments in a Jump Diffusion Model***by*Erhan Bayraktar & Masahiko Egami**math/0703820 Correspondence between Lifetime Minimum Wealth and Utility of Consumption***by*Erhan Bayraktar & Virginia R. Young**math/0703811 Suboptimality of Penalized Empirical Risk Minimization in Classification***by*Guillaume Lecu\'e**math/0703782 A Proof of the Smoothness of the Finite Time Horizon American Put Option for Jump Diffusions***by*Erhan Bayraktar**math/0703743 Implications of contrarian and one-sided strategies for the fair-coin game***by*Yasunori Horikoshi & Akimichi Takemura**math/0703714 Delta Hedging without the Black-Scholes Formula***by*Yukio Hirashita**math/0703538 On the Perpetual American Put Options for Level Dependent Volatility Models with Jumps***by*Erhan Bayraktar**math/0703424 Mean-variance Hedging Under Partial Information***by*M. Mania & R. Tevzadze & T. Toronjadze**physics/0703217 Properties of a simple bilinear stochastic model: estimation and predictability***by*D. Sornette & V. F. Pisarenko**physics/0703208 Statistical properties of short term price trends in high frequency stock market data***by*Pawe{\l} Sieczka & Janusz A. Ho{\l}yst**physics/0703201 Economic Inequality: Is it Natural?***by*Arnab Chatterjee & Sitabhra Sinha & Bikas K. Chakrabarti**physics/0703181 Least Squares Importance Sampling for Monte Carlo Security Pricing***by*Luca Capriotti**physics/0703180 A Closed-Form Approximation of Likelihood Functions for Discretely Sampled Diffusions: the Exponent Expansion***by*Luca Capriotti