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### 2015

**1510.05118 Networks, Dynamic Factors, and the Volatility Analysis of High-Dimensional Financial Series***by*Matteo Barigozzi & Marc Hallin**1510.05115 Multifractal Flexibly Detrended Fluctuation Analysis***by*Rafal Rak & Pawel Zi\k{e}ba**1510.05097 Optimal Rebalancing Frequencies for Multidimensional Portfolios***by*Ibrahim Ekren & Ren Liu & Johannes Muhle-Karbe**1510.04967 A simple agent-based spatial model of the economy: tools for policy***by*Bernardo Alves Furtado & Isaque Daniel Rocha Eberhardt**1510.04943 Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error***by*Fabio Caccioli & Imre Kondor & G\'abor Papp**1510.04924 Optimal Investment in a Dual Risk Model***by*Arash Fahim & Lingjiong Zhu**1510.04910 Detrended cross-correlations between returns, volatility, trading activity, and volume traded for the stock market companies***by*Rafal Rak & Stanislaw Drozdz & Jaroslaw Kwapien & Pawel Oswiecimka**1510.04899 Nonlinear PDEs risen when solving some optimization problems in finance, and their solutions***by*Andrey Itkin**1510.04841 How to (Not) Estimate Gini Coefficients for Fat Tailed Variables***by*Nassim Nicholas Taleb**1510.04690 On Capturing the Spreading Dynamics over Trading Prices in the Market***by*Hokky Situngkir**1510.04588 Application of Stochastic Mesh Method to Efficient Approximation of CVA***by*Yusuke Morimoto**1510.04550 Dynamics and Stability in Retail Competition***by*Marcelo J. Villena & Axel A. Araneda**1510.04370 Extending the Black-Scholes Option Pricing Theory to Account for an Option Market Maker's Funding Costs***by*Wujiang Lou**1510.04346 Explicit solutions to a vector time series model and its induced model for business cycles***by*Xiongzhi Chen**1510.04295 Asymptotic Lower Bounds for Optimal Tracking: a Linear Programming Approach***by*Jiatu Cai & Mathieu Rosenbaum & Peter Tankov**1510.04061 Affine representations of fractional processes with applications in mathematical finance***by*Philipp Harms & David Stefanovits**1510.03928 Weakly chained matrices, policy iteration, and impulse control***by*Parsiad Azimzadeh & Peter A. Forsyth**1510.03926 On the Efficient Market Hypothesis of Stock Market Indexes: The Role of Non-synchronous Trading and Portfolio Effects***by*Roberto Ortiz & Mauricio Contreras & Marcelo Villena**1510.03920 A State-Dependent Dual Risk Model***by*Lingjiong Zhu**1510.03704 Is the Indian Stock Market efficient - A comprehensive study of Bombay Stock Exchange Indices***by*Achal Awasthi & Oleg Malafeyev**1510.03596 Performance analysis of the optimal strategy under partial information***by*Ahmed Bel Hadj Ayed & Gr\'egoire Loeper & Sofiene El Aoud & Fr\'ed\'eric Abergel**1510.03590 Coupling Importance Sampling and Multilevel Monte Carlo using Sample Average Approximation***by*Ahmed Kebaier & J\'er\^ome Lelong**1510.03584 Viscosity properties with singularities in a state-constrained expected utility maximization problem***by*Mourad Lazgham**1510.03550 Why Indexing Works***by*J. B. Heaton & N. G. Polson & J. H. Witte**1510.03398 The Corporate Social Responsibility is just a twist in a M\"obius Strip***by*Nazaria Solferino & Viviana Solferino**1510.03385 Optimal ETF Selection for Passive Investing***by*David Puelz & Carlos M. Carvalho & P. Richard Hahn**1510.03223 Hedging with Temporary Price Impact***by*Peter Bank & Mete Soner & Moritz Vo{\ss}**1510.03220 Asymptotic Expansion for Forward-Backward SDEs with Jumps***by*Masaaki Fujii & Akihiko Takahashi**1510.03205 Price response in correlated financial markets: empirical results***by*Shanshan Wang & Rudi Sch\"afer & Thomas Guhr**1510.03079 Regularity properties in a state-constrained expected utility maximization problem***by*Mourad Lazgham**1510.03040 Coupled uncertainty provided by a multifractal random walker***by*Z. Koohi Lai & S. Vasheghani Farahani & S. M. S. Movahed & G. R. Jafari**1510.02808 Universal portfolios in stochastic portfolio theory***by*Ting-Kam Leonard Wong**1510.02768 On the Solution of the Multi-asset Black-Scholes model: Correlations, Eigenvalues and Geometry***by*Mauricio Contreras & Alejandro Llanquihu\'en & Marcelo Villena**1510.02754 How universal is the law of income distribution? Cross country comparison***by*Ivan Kitov & Oleg Kitov**1510.02752 Gender income disparity in the USA: analysis and dynamic modelling***by*Ivan Kitov & Oleg Kitov**1510.02435 Information equilibrium as an economic principle***by*Jason Smith**1510.02292 An example of short-term relative arbitrage***by*Robert Fernholz**1510.02013 Algebraic Structure of Vector Fields in Financial Diffusion Models and its Applications***by*Yusuke Morimoto & Makiko Sasada**1510.02010 Endogenous Current Coupons***by*Scott Robertson & Zhe Cheng**1510.01890 Semi-static completeness and robust pricing by informed investors***by*Beatrice Acciaio & Martin Larsson**1510.01848 Pricing the European call option in the model with stochastic volatility driven by Ornstein--Uhlenbeck process. Exact formulas***by*Sergii Kuchuk-Iatsenko & Yuliya Mishura**1510.01679 Deconstructing the Low-Vol Anomaly***by*S. Ciliberti & Y. Lemp\'eri\`ere & A. Beveratos & G. Simon & L. Laloux & M. Potters & J. P. Bouchaud**1510.01675 What's in a ball? Constructing and characterizing uncertainty sets***by*Thomas Kruse & Judith C. Schneider & Nikolaus Schweizer**1510.01593 Efficient Randomized Quasi-Monte Carlo Methods For Portfolio Market Risk***by*Halis Sak & \.Ismail Ba\c{s}o\u{g}lu**1510.01210 Trading Networks with Bilateral Contracts***by*Tam\'as Fleiner & Zsuzsanna Jank\'o & Akihisa Tamura & Alexander Teytelboym**1510.01172 Consistent Pricing of VIX and Equity Derivatives with the 4/2 Stochastic Volatility Plus Jumps Model***by*Wei Lin & Shenghong Li & Xingguo Luo & Shane Chern**1510.00941 Shortfall from Maximum Convexity***by*Matthew Ginley**1510.00876 Analysis of the particle transfer between two systems under unification***by*I. A. Molotkov & A. I. Osin**1510.00698 More Opportunities than Wealth: A Network of Power and Frustration***by*Benoit Mahault & Avadh Saxena & Cristiano Nisoli**1510.00665 Universalized Prisoner's Dilemma With Risk***by*Paul Studtmann**1510.00616 Conditional risk measures in a bipartite market structure***by*Oliver Kley & Claudia Kl\"uppelberg & Gesine Reinert**1510.00352 Retarded action principle and self-financing portfolio dynamics***by*Dmitry Lesnik**1510.00237 Seasonalities and cycles in time series: A fresh look with computer experiments***by*Michel Fliess & C\'edric Join**1509.09133 Dynamics of multivariate default system in random environment***by*Nicole El Karoui & Monique Jeanblanc & Ying Jiao**1509.08869 Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model***by*Matyas Barczy & Mohamed Ben Alaya & Ahmed Kebaier & Gyula Pap**1509.08503 Volume Weighted Average Price Optimal Execution***by*Enzo Busseti & Stephen Boyd**1509.08291 The spatial component of R&D networks***by*Tobias Scholl & Antonios Garas & Frank Schweitzer**1509.08281 High-frequency limit of Nash equilibria in a market impact game with transient price impact***by*Alexander Schied & Elias Strehle & Tao Zhang**1509.08280 Sticky processes, local and true martingales***by*Mikl\'os R\'asonyi & Hasanjan Sayit**1509.08272 Representation and approximation of ambit fields in Hilbert space***by*Fred Espen Benth & Heidar Eyjolfsson**1509.08248 Correctness of Backtest Engines***by*Robert L\"ow & Stanislaus Maier-Paape & Andreas Platen**1509.08110 Performance v. Turnover: A Story by 4,000 Alphas***by*Zura Kakushadze & Igor Tulchinsky**1509.08079 Asymmetry of cross correlations between intra-day and overnight volatilities***by*Rubina Zadourian & Peter Grassberger**1509.07953 Optimal trading strategies - a time series approach***by*Peter A. Bebbington & Reimer Kuehn**1509.07751 Efficient Computation of the Quasi Likelihood function for Discretely Observed Diffusion Processes***by*Lars Josef H\"o\"ok & Erik Lindstr\"om**1509.07710 Quadratic Hawkes processes for financial prices***by*Pierre Blanc & Jonathan Donier & Jean-Philippe Bouchaud**1509.07155 Market Making with Model Uncertainty***by*Hee Su Roh & Yinyu Ye**1509.06612 Mathematical Analysis of the Historical Economic Growth***by*Ron W. Nielsen**1509.06524 Option contracts for a privacy-aware market***by*Maurizio Naldi & Giuseppe D'Acquisto**1509.06504 Les indicateus avanc\'es de l'inflation en RDCongo***by*Henry Ngongo**1509.06472 On the no-arbitrage market and continuity in the Hurst parameter***by*Nikolai Dokuchaev**1509.06457 Identifying collusion groups using spectral clustering***by*Suneel Sarswat & Kandathil Mathew Abraham & Subir Kumar Ghosh**1509.06315 Universality of market superstatistics***by*Mateusz Denys & Maciej Jagielski & Tomasz Gubiec & Ryszard Kutner & H. Eugene Stanley**1509.06210 The pricing of contingent claims and optimal positions in asymptotically complete markets***by*Michail Anthropelos & Scott Robertson & Konstantinos Spiliopoulos**1509.05954 Mean-Reverting Portfolios: Tradeoffs Between Sparsity and Volatility***by*Marco Cuturi & Alexandre d'Aspremont**1509.05952 Joint multifractal analysis based on the partition function approach: Analytical analysis, numerical simulation and empirical application***by*Wen-Jie Xie & Zhi-Qiang Jiang & Gao-Feng Gu & Xiong Xiong & Wei-Xing Zhou**1509.05943 Managing Cellular Billing Plan Switchings***by*Valery Vilisov**1509.05894 A network analysis of the global energy market: an insight on the entanglement between crude oil and the world economy***by*Franco Ruzzenenti & Francesco Picciolo & Andreas Papandreou**1509.05638 Stochastic Optimal Growth Model with Risk Sensitive Preferences***by*Nicole B\"auerle & Anna Ja\'skiewicz**1509.05475 A proposal of a methodological framework with experimental guidelines to investigate clustering stability on financial time series***by*Gautier Marti & Philippe Very & Philippe Donnat & Frank Nielsen**1509.05471 Measuring multiscaling in financial time-series***by*Riccardo Junior Buonocore & Tomaso Aste & Tiziana Di Matteo**1509.05024 Modeling Concordances of Company's Investment Directions With Its Market Attraction***by*Valery Vilisov**1509.04952 Estimating Tipping Points in Feedback-Driven Financial Networks***by*Zvonko Kostanjcar & Stjepan Begusic & H. E. Stanley & Boris Podobnik**1509.04839 Optimal Insurance with Rank-Dependent Utility and Increasing Indemnities***by*Xu Zuo Quan & Zhou Xun Yu & Zhuang Sheng Chao**1509.04564 Effect of religious rules on time of conception in Romania from 1905 to 2001***by*Claudiu Herteliu & Bogdan Vasile Ileanu & Marcel Ausloos & Giulia Rotundo**1509.04333 An Introduction to Business Mathematics***by*Henk van Elst**1509.04264 Agent based simulations visualize Adam Smith's invisible hand by solving Friedrich Hayek's Economic Calculus***by*Klaus Jaffe**1509.04135 Analytical solution to an investment problem under uncertainties with shocks***by*Cl\'audia Nunes & Rita Pimentel**1509.03864 Feynman-Kac Formulas for Solutions to Degenerate Elliptic and Parabolic Boundary-Value and Obstacle Problems with Dirichlet Boundary Conditions***by*Paul M. N. Feehan & Ruoting Gong & Jian Song**1509.03703 Production Function of the Mining Sector of Iran***by*Seyyed Ali Zeytoon Nejad Moosavian**1509.03577 A Hedged Monte Carlo Approach to Real Option Pricing***by*Edgardo Brigatti & Felipe Macias & Max O. Souza & Jorge P. Zubelli**1509.03264 Geometric Arbitrage and Spectral Theory***by*Simone Farinelli**1509.02727 Utility Maximisation for Exponential Levy Models with option and information processes***by*Lioudmila Vostrikova**1509.02711 Inequality measures in kinetic exchange models of wealth distributions***by*Asim Ghosh & Arnab Chatterjee & Jun-ichi Inoue & Bikas K. Chakrabarti**1509.02686 Pricing and Hedging GLWB in the Heston and in the Black-Scholes with Stochastic Interest Rate Models***by*Ludovic Goudenege & Andrea Molent & Antonino Zanette**1509.02179 Kriging Metamodels and Experimental Design for Bermudan Option Pricing***by*Michael Ludkovski**1509.01966 Forecasting Electricity Spot Prices using Lasso: On Capturing the Autoregressive Intraday Structure***by*Florian Ziel**1509.01839 Efficiency and credit ratings: a permutation-information-theory analysis***by*Aurelio F. Bariviera & Luciano Zunino & M. Belen Guercio & Lisana B. Martinez & Osvaldo A. Rosso**1509.01741 IMF Lending and Economic Growth: An Empirical Analysis of Ukraine***by*Roman Kononenko**1509.01694 Minimizing Lifetime Poverty with a Penalty for Bankruptcy***by*Asaf Cohen & Virginia R. Young**1509.01672 Optimal investment with intermediate consumption under no unbounded profit with bounded risk***by*Huy N. Chau & Andrea Cosso & Claudio Fontana & Oleksii Mostovyi**1509.01526 The Principle of the Malevolent Hiding Hand; or, the Planning Fallacy Writ Large***by*Bent Flyvbjerg & Cass R. Sunstein**1509.01484 Interdisciplinary Business Games on Sustainable Development: Theoretical Foundations and Prospects of Implementation***by*Boris Bolshakov & Ekaterina Shamaeva & Eugene Popov**1509.01483 On the emergence of scale-free production networks***by*Stanislao Gualdi & Antoine Mandel**1509.01482 Measuring economic complexity of countries and products: which metric to use?***by*Manuel Sebastian Mariani & Alexandre Vidmer & Matus Medo & Yi-Cheng Zhang**1509.01479 A mixed Monte Carlo and PDE variance reduction method for foreign exchange options under the Heston-CIR model***by*Andrei Cozma & Christoph Reisinger**1509.01218 Tax Bond Creation Using a Structural Model and its Extensions***by*Suren Harutyunyan**1509.01217 Wealth distribution across communities of adaptive financial agents***by*Pietro DeLellis & Franco Garofalo & Francesco Lo Iudice & Elena Napoletano**1509.01216 Dynamic Model of the Price Dispersion of Homogeneous Goods***by*Joachim Kaldasch**1509.01215 Assessing Consistency of Consumer Confidence Data using Dynamic Latent Class Analysis***by*Sunil Kumar & Zakir Husain & Diganta Mukherjee**1509.01214 The Poker-Litigation Game***by*Enrique Guerra-Pujol**1509.01213 Impact of Artificial Intelligence on Economic Theory***by*Tshilidzi Marwala**1509.01212 Stochastic Frontier I & D of fractal dimensions for technological innovation***by*Maria Ramos-Escamilla**1509.01175 Correction to Black-Scholes formula due to fractional stochastic volatility***by*Josselin Garnier & Knut Solna**1509.01157 An Insurance-Led Response to Climate Change***by*Anthony J. Webster & Richard H. Clarke**1509.01144 Cointegrating Jumps: an Application to Energy Facilities***by*Nicola Cufaro Petroni & Piergiacomo Sabino**1509.00980 Sequential Design for Ranking Response Surfaces***by*Ruimeng Hu & Mike Ludkovski**1509.00959 The scaling of income inequality in cities***by*Somwrita Sarkar & Peter Phibbs & Roderick Simpson & Sachin Wasnik**1509.00686 Optimal liquidation of an asset under drift uncertainty***by*Erik Ekstr\"om & Juozas Vaicenavicius**1509.00629 Correlated Poisson processes and self-decomposable laws***by*Nicola Cufaro Petroni & Piergiacomo Sabino**1509.00607 Assessing systemic risk due to fire sales spillover through maximum entropy network reconstruction***by*Domenico Di Gangi & Fabrizio Lillo & Davide Pirino**1509.00372 Electricity Price Forecasting using Sale and Purchase Curves: The X-Model***by*Florian Ziel & Rick Steinert**1509.00217 A permutation Information Theory tour through different interest rate maturities: the Libor case***by*Aurelio F. Bariviera & M. Belen Guercio & Lisana B. Martinez & Osvaldo A. Rosso**1509.00136 The effect of stock market indexing on corporate tax avoidance***by*Alex Young**1508.07914 Liquidity Effects of Trading Frequency***by*Roman Gayduk & Sergey Nadtochiy**1508.07891 A reduced-form model for level-1 limit order books***by*Tzu-Wei Yang & Lingjiong Zhu**1508.07761 Maximizing expected utility in the Arbitrage Pricing Model***by*Miklos Rasonyi**1508.07582 Approximating the Sum of Correlated Lognormals: An Implementation***by*Christopher J. Rook & Mitchell Kerman**1508.07561 A BSDE arising in an exponential utility maximization problem in a pure jump market model***by*Carla Mereu & Robert Stelzer**1508.07534 Forecasting Exchange Rates Using Time Series Analysis: The sample of the currency of Kazakhstan***by*Daniya Tlegenova**1508.07505 Early warning of large volatilities based on recurrence interval analysis in Chinese stock markets***by*Zhi-Qiang Jiang & Askery A. Canabarro & Boris Podobnik & H. Eugene Stanley & Wei-Xing Zhou**1508.07428 Time-dependent scaling patterns in high frequency financial data***by*Noemi Nava & Tiziana Di Matteo & Tomaso Aste**1508.06797 Lie Symmetry Analysis of the Black-Scholes-Merton Model for European Options with Stochastic Volatility***by*A. Paliathanasis & K. Krishnakumar & K. M. Tamizhmani & P. G. L. Leach**1508.06586 Financial Market Modeling with Quantum Neural Networks***by*Carlos Pedro Gon\c{c}alves**1508.06492 Ninomiya-Victoir scheme: strong convergence, antithetic version and application to multilevel estimators***by*Anis Al Gerbi & Benjamin Jourdain & Emmanuelle Cl\'ement**1508.06376 A white noise approach to insider trading***by*Bernt {\O}ksendal & Elin R{\o}se**1508.06339 A General Framework for the Benchmark pricing in a Fully Collateralized Market***by*Masaaki Fujii & Akihiko Takahashi**1508.06236 A computational spectral approach to interest rate models***by*Luca Di Persio & Michele Bonollo & Gregorio Pellegrini**1508.06182 Solving the Optimal Trading Trajectory Problem Using a Quantum Annealer***by*Gili Rosenberg & Poya Haghnegahdar & Phil Goddard & Peter Carr & Kesheng Wu & Marcos L\'opez de Prado**1508.06117 Bermudan options by simulation***by*L. C. G. Rogers**1508.06032 Non-zero-sum stopping games in discrete time***by*Zhou Zhou**1508.06024 Financial Knudsen number: breakdown of continuous price dynamics and asymmetric buy and sell structures confirmed by high precision order book information***by*Yoshihiro Yura & Hideki Takayasu & Didier Sornette & Misako Takayasu**1508.05948 On the reversal bias of the Minimax social choice correspondence***by*Daniela Bubboloni & Michele Gori**1508.05837 Hydroassets Portfolio Management for Intraday Electricity Trading in a Discrete Time Stochastic Optimization Perspective***by*Simone Farinelli & Luisa Tibiletti**1508.05751 Law on the Market? Evaluating the Securities Market Impact of Supreme Court Decisions***by*Daniel Martin Katz & Michael J Bommarito II & Tyler Soellinger & James Ming Chen**1508.05460 Long run risk sensitive portfolio with general factors***by*Marcin Pitera & {\L}ukasz Stettner**1508.05357 Measuring Financial Sentiment to Predict Financial Instability: A New Approach based on Text Analysis***by*Paul Ormerod & Rickard Nyman & David Tuckett**1508.05355 Autonomics: an autonomous and intelligent economic platform and next generation money tool***by*Benjamin Munro & Julia McLachlan**1508.05353 Is Collusion-Proof Procurement Expensive?***by*Gaurab Aryal & Maria F. Gabrielli**1508.05241 Volatility Harvesting: Extracting Return from Randomness***by*Jan Hendrik Witte**1508.05233 Super-replication in Fully Incomplete Markets***by*Yan Dolinsky & Ariel Neufeld**1508.05114 The nonlinear Bernstein-Schr\"odinger equation in Economics***by*Alfred Galichon & Scott Kominers & Simon Weber**1508.04900 Detecting intraday financial market states using temporal clustering***by*Dieter Hendricks & Tim Gebbie & Diane Wilcox**1508.04883 Heterotic Risk Models***by*Zura Kakushadze**1508.04754 Currency target zone modeling: An interplay between physics and economics***by*Sandro Claudio Lera & Didier Sornette**1508.04748 The (in)visible hand in the Libor market: an Information Theory approach***by*Aurelio F. Bariviera & M. Bel\'en Guercio & Lisana B. Martinez & Osvaldo A. Rosso**1508.04512 LIBOR troubles: anomalous movements detection based on Maximum Entropy***by*Aurelio F. Bariviera & M. T. Martin & A. Plastino & V. Vampa**1508.04487 Dynamic Mode Decomposition for Financial Trading Strategies***by*Jordan Mann & J. Nathan Kutz**1508.04392 The Similarity of Global Value Chains: A Network-Based Measure***by*Zhen Zhu & Greg Morrison & Michelangelo Puliga & Alessandro Chessa & Massimo Riccaboni**1508.04351 Implied volatility in strict local martingale models***by*Antoine Jacquier & Martin Keller-Ressel**1508.04348 Designating market maker behaviour in Limit Order Book markets***by*Efstathios Panayi & Gareth W. Peters & Jon Danielsson & Jean-Pierre Zigrand**1508.04332 Forecasting stock market returns over multiple time horizons***by*Dimitri Kroujiline & Maxim Gusev & Dmitry Ushanov & Sergey V. Sharov & Boris Govorkov**1508.04321 FX Modelling in Collateralized Markets: foreign measures, basis curves, and pricing formulae***by*Nicola Moreni & Andrea Pallavicini**1508.04246 Why is GDP growth linear?***by*J\"org D. Becker**1508.03924 Optimal Taxation with Endogenous Default under Incomplete Markets***by*Demian Pouzo & Ignacio Presno**1508.03853 Transfer pricing manipulation, tax penalty cost and the impact of foreign profit taxation***by*Alex Augusto Timm Rathke**1508.03841 New Analytical Solutions of a Modified Black-Scholes Equation with the European Put Option***by*Juan Ospina**1508.03677 Commodity Prices Rise Sharply at Turning Points***by*Bin Li & K. Y. Michael Wong & Amos H. M. Chan & Tsz Yan So & Hermanni Heimonen & David Saad**1508.03651 A conjecture about the efficiency of first price mechanisms***by*Endre Cs\'oka**1508.03571 From innovation to diversification: a simple competitive model***by*Fabio Saracco & Riccardo Di Clemente & Andrea Gabrielli & Luciano Pietronero**1508.03533 Detecting early signs of the 2007-2008 crisis in the world trade***by*Fabio Saracco & Riccardo Di Clemente & Andrea Gabrielli & Tiziano Squartini**1508.03373 A martingale analysis of first passage times of time-dependent Wiener diffusion models***by*Vaibhav Srivastava & Samuel F. Feng & Jonathan D. Cohen & Naomi Ehrich Leonard & Amitai Shenhav**1508.03282 The strong predictable representation property in initially enlarged filtrations***by*Claudio Fontana**1508.02919 Identification of Insurance Models with Multidimensional Screening***by*Gaurab Aryal & Isabelle Perrigne & Quang Vuong**1508.02824 Asyptotic Normality for Maximum Likelihood Estimation and Operational Risk***by*Paul Larsen**1508.02749 Risk aggregation with empirical margins: Latin hypercubes, empirical copulas, and convergence of sum distributions***by*Georg Mainik**1508.02636 Game Design and Analysis for Price based Demand Response: An Aggregate Game Approach***by*Maojiao Ye & Guoqiang Hu**1508.02476 A Model for Tax Evasion with Some Realistic Properties***by*Richard Vale**1508.02473 Bridging AIC and BIC: a new criterion for autoregression***by*Jie Ding & Vahid Tarokh & Yuhong Yang**1508.02367 A recursive algorithm for multivariate risk measures and a set-valued Bellman's principle***by*Zachary Feinstein & Birgit Rudloff**1508.02203 The Intrinsic Instability of Financial Markets***by*Sabiou Inoua**1508.02056 Role of non-timber forest products in sustaining forest-based livelihoods and rural households' resilience capacity in and around protected area- a Bangladesh study***by*S. A. Mukul & A. Z. M. M. Rashid & M. B. Uddin & N. A. Khan**1508.01914 Minimizing the Expected Lifetime Spent in Drawdown under Proportional Consumption***by*Bahman Angoshtari & Erhan Bayraktar & Virginia R. Young**1508.01661 GMM Estimation of Affine Term Structure Models***by*Jaroslava Hlouskova & Leopold S\"ogner**1508.00975 Symmetry restoration by pricing in a duopoly of perishable goods***by*Su Do Yi & Seung Ki Baek & Guillaume Chevereau & Eric Bertin**1508.00893 Information Cascades and Online Rating Games***by*Oussama Fadil & Jake Soloff**1508.00668 Valuation of capital protection options***by*Xiaolin Luo & Pavel V. Shevchenko**1508.00632 Robust replication of barrier-style claims on price and volatility***by*Peter Carr & Matthew Lorig**1508.00607 Existence of continuous euclidean embeddings for a weak class of orders***by*Stan Palasek**1508.00511 Mod\'{e}lisation spatiale de la formation des agglom\'{e}rations dans la zone alg\'{e}roise***by*Smicha Ait Amokthar & Nadjia El Saadi & Yacine Belarbi**1508.00322 A State-Space Estimation of the Lee-Carter Mortality Model and Implications for Annuity Pricing***by*Man Chung Fung & Gareth W. Peters & Pavel V. Shevchenko**1508.00310 Statistical Emulators for Pricing and Hedging Longevity Risk Products***by*James Risk & Michael Ludkovski**1508.00275 On growth-optimal tax rates and the issue of wealth inequalities***by*Jean-Philippe Bouchaud**1508.00108 Modelling the Uruguayan debt through gaussians models***by*Andr\'es Sosa & Ernesto Mordecki**1508.00090 Managing Systematic Mortality Risk in Life Annuities: An Application of Longevity Derivatives***by*Man Chung Fung & Katja Ignatieva & Michael Sherris**1507.08937 Efficient and robust calibration of the Heston option pricing model for American options using an improved Cuckoo Search Algorithm***by*Stefan Haring & Ronald Hochreiter**1507.08863 Keeping up with the e-Joneses: Do online social networks raise social comparisons?***by*Fabio Sabatini & Francesco Sarracino**1507.08779 Impact of Multiple Curve Dynamics in Credit Valuation Adjustments under Collateralization***by*Giacomo Bormetti & Damiano Brigo & Marco Francischello & Andrea Pallavicini**1507.08738 Variable Annuity with GMWB: surrender or not, that is the question***by*Xiaolin Luo & Pavel Shevchenko**1507.08713 Minimizing the Probability of Lifetime Drawdown under Constant Consumption***by*Bahman Angoshtari & Erhan Bayraktar & Virginia R. Young