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### 2016

**1607.02378 Matrix-vector representation of various solution concepts***by*Fuad Aleskerov & Andrey Subochev**1607.02349 Toward an integrated workforce planning framework using structured equations***by*Marie Doumic & Beno\^it Perthame & Edouard Ribes & Delphine Salort & Nathan Toubiana**1607.02319 Should the advanced measurement approach be replaced with the standardized measurement approach for operational risk?***by*Gareth W. Peters & Pavel V. Shevchenko & Bertrand Hassani & Ariane Chapelle**1607.02289 An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior***by*Wing Fung Chong & Ying Hu & Gechun Liang & Thaleia Zariphopoulou**1607.02093 Artificial Neural Network and Time Series Modeling Based Approach to Forecasting the Exchange Rate in a Multivariate Framework***by*Tamal Datta Chaudhuri & Indranil Ghosh**1607.02067 On the American swaption in the linear-rational framework***by*Damir Filipovic & Yerkin Kitapbayev**1607.01999 Inferring the contiguity matrix for spatial autoregressive analysis with applications to house price prediction***by*Somwrita Sarkar & Sanjay Chawla**1607.01902 On optimal joint reflective and refractive dividend strategies in spectrally positive L\'evy models***by*Benjamin Avanzi & Jos\'e-Luis P\'erez & Bernard Wong & Kazutoshi Yamazaki**1607.01751 MPDATA Meets Black-Scholes: Derivative Pricing as a Transport Problem***by*Sylwester Arabas & Ahmad Farhat**1607.01619 Swaption Prices in HJM model. Nonparametric fit***by*V. M. Belyaev**1607.01519 Granger Independent Martingale Processes***by*Umberto Cherubini & Fabio Gobbi & Sabrina Mulinacci & Silvia Romagnoli**1607.01317 Dynamic optimization and its relation to classical and quantum constrained systems***by*Mauricio Contreras & Rely Pellicer & Marcelo Villena**1607.01207 Natural gas-fired power plants valuation and optimisation under Levy copulas and regime-switching***by*Nemat Safarov & Colin Atkinson**1607.01110 Utility Indifference Pricing of Insurance Catastrophe Derivatives***by*Andreas Eichler & Gunther Leobacher & Michaela Sz\"olgyenyi**1607.00830 A probability-free and continuous-time explanation of the equity premium and CAPM***by*Vladimir Vovk & Glenn Shafer**1607.00756 Comments on the BCBS proposal for a New Standardized Approach for Operational Risk***by*Giulio Mignola & Roberto Ugoccioni & Eric Cope**1607.00721 Recursive utility optimization with concave coefficients***by*Shaolin Ji & Xiaomin Shi**1607.00638 Time-Inconsistent Stochastic Linear-quadratic Differential Game***by*Qinglong Zhou & Gaofeng Zong**1607.00454 Limit order trading with a mean reverting reference price***by*Saran Ahuja & George Papanicolaou & Weiluo Ren & Tzu-Wei Yang**1607.00448 Estimation and prediction of credit risk based on rating transition systems***by*Jinghai Shao & Siming Li & Yong Li**1607.00077 Existence of a calibrated regime switching local volatility model and new fake Brownian motions***by*Benjamin Jourdain & Alexandre Zhou**1607.00035 Stock Market Insider Trading in Continuous Time with Imperfect Dynamic Information***by*Albina Danilova**1606.09194 A multilayer approach for price dynamics in financial markets***by*Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda**1606.08984 Optimal Consumption, Investment and Housing with Means-tested Public Pension in Retirement***by*Johan G. Andreasson & Pavel V. Shevchenko & Alex Novikov**1606.08679 Replica approach to mean-variance portfolio optimization***by*Istvan Varga-Haszonits & Fabio Caccioli & Imre Kondor**1606.08562 Complex Systems and a Computational Social Science Perspective on the Labor Market***by*Abdullah Almaatouq**1606.08381 Option Pricing under Heston Stochastic Volatility Model using Discontinuous Galerkin Finite Elements***by*Sinem Kozp{\i}nar & Murat Uzunca & Yeliz Yolcu Okur & B\"ulent Karas\"ozen**1606.08269 An agent behavior based model for diffusion price processes with application to phase transition and oscillations***by*Christof Henkel**1606.07831 A Neural Network Approach to Efficient Valuation of Large Portfolios of Variable Annuities***by*Seyed Amir Hejazi & Kenneth R. Jackson**1606.07684 Enhanced capital-asset pricing model for bipartite financial networks reconstruction***by*Tiziano Squartini & Assaf Almog & Guido Caldarelli & Iman van Lelyveld & Diego Garlaschelli & Giulio Cimini**1606.07381 Spread, volatility, and volume relationship in financial markets and market making profit optimization***by*Jack Sarkissian**1606.07311 Skorohod's representation theorem and optimal strategies for markets with frictions***by*Huy N. Chau & Mikl\'os R\'asonyi**1606.07277 Validation of the Replica Trick for Simple Models***by*Takashi Shinzato**1606.06948 A New Currency of the Future: The Novel Commodity Money with Attenuation Coefficient Based on the Logistics Cost of Anchor***by*Boliang Lin & Ruixi Lin**1606.06829 Brexit or Bremain ? Evidence from bubble analysis***by*Marco Bianchetti & Davide Galli & Camilla Ricci & Angelo Salvatori & Marco Scaringi**1606.06720 A mathematical model of demand-supply dynamics with collectability and saturation factors***by*Y. Charles Li & Hong Yang**1606.06578 Multi-Period Portfolio Optimization: Translation of Autocorrelation Risk to Excess Variance***by*Byung-Geun Choi & Napat Rujeerapaiboon & Ruiwei Jiang**1606.06143 Vibrato and automatic differentiation for high order derivatives and sensitivities of financial options***by*Gilles Pag\`es & Olivier Pironneau & Guillaume Sall**1606.06111 An "inverse square law" for the currency market: Uncovering hidden universality in heterogeneous complex systems***by*Abhijit Chakraborty & Soumya Easwaran & Sitabhra Sinha**1606.06051 Physicists' approach to studying socio-economic inequalities: Can humans be modelled as atoms?***by*Kiran Sharma & Anirban Chakraborti**1606.06003 Using String Invariants for Prediction Searching for Optimal Parameters***by*Marek Bundzel & Tomas Kasanicky & Richard Pincak**1606.05877 A new decomposition of portfolio return***by*Robert Fernholz**1606.05488 Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations***by*Shaolin Ji & Xiaomin Shi**1606.05164 Network Valuation in Financial Systems***by*Paolo Barucca & Marco Bardoscia & Fabio Caccioli & Marco D'Errico & Gabriele Visentin & Stefano Battiston & Guido Caldarelli**1606.05079 Shall I Sell or Shall I Wait? Optimal Liquidation under Partial Information with Price Impact***by*Katia Colaneri & Zehra Eksi & R\"udiger Frey & Michaela Sz\"olgyenyi**1606.04872 The multiplex dependency structure of financial markets***by*Nicol\'o Musmeci & Vincenzo Nicosia & Tomaso Aste & Tiziana Di Matteo & Vito Latora**1606.04816 Note on level r consensus***by*Nikolay L. Poliakov**1606.04796 Kinetic and mean field description of Gibrat's law***by*Giuseppe Toscani**1606.04790 Local Operators in Kinetic Wealth Distribution***by*M. Andrecut**1606.04285 Solving Backward Stochastic Differential Equations by Connecting the Short-term Expansions***by*Masaaki Fujii & Akihiko Takahashi**1606.04139 Credit allocation based on journal impact factor and coauthorship contribution***by*Javier E. Contreras-Reyes**1606.04039 The Sound of Silence: equilibrium filtering and optimal censoring in financial markets***by*Miles B. Gietzmann & Adam J. Ostaszewski**1606.03901 Kolmogorov Space in Time Series Data***by*K. Kanjamapornkul & R. Pin\v{c}\'ak**1606.03899 Exact Smooth Term Structure Estimation***by*Damir Filipovi\'c & Sander Willems**1606.03709 Mean field games of timing and models for bank runs***by*Rene Carmona & Francois Delarue & Daniel Lacker**1606.03597 Unravelling the Asymmetric Volatility Puzzle: A Novel Explanation of Volatility Through Anchoring***by*Mihaly Ormos & Dusan Timotity**1606.03595 Incentivizing Resilience in Financial Networks***by*Matt V. Leduc & Stefan Thurner**1606.03590 Market Microstructure During Financial Crisis: Dynamics of Informed and Heuristic-Driven Trading***by*Mihaly Ormos & Dusan Timotity**1606.03388 Optimal Resource Extraction in Regime Switching L\'evy Markets***by*Moustapha Pemy**1606.03325 Model-free portfolio theory and its functional master formula***by*Alexander Schied & Leo Speiser & Iryna Voloshchenko**1606.03261 Socio-economic inequality: Relationship between Gini and Kolkata indices***by*Arnab Chatterjee & Asim Ghosh & Bikas K Chakrabarti**1606.02871 The study of Thai stock market across the 2008 financial crisis***by*K. Kanjamapornkul & Richard Pin\v{c}\'ak & Erik Barto\v{s}**1606.02783 A non-equilibrium formulation of food security resilience***by*Matteo Smerlak & Bapu Vaitla**1606.02748 A Contextual Model Of The Secessionist Rebellion in Eastern Ukraine***by*Olga Nicoara & David White**1606.02045 On the "usual" misunderstandings between econophysics and finance: some clarifications on modelling approaches and efficient market hypothesis***by*Marcel Ausloos & Franck Jovanovic & Christophe Schinckus**1606.01495 The Problem of Calibrating an Agent-Based Model of High-Frequency Trading***by*Donovan Platt & Tim Gebbie**1606.01343 The Zero-Coupon Rate Model for Derivatives Pricing***by*Xiao Lin**1606.01270 A data driven network approach to rank countries production diversity and food specialization***by*Chengyi Tu & Joel Carr & Samir Suweis**1606.01218 World Financial 2014-2016 Market Bubbles: Oil Negative - US Dollar Positive***by*Marcin W\k{a}torek & Stanis{\l}aw Dro\.zd\.z & Pawe{\l} O\'swi\k{e}cimka**1606.00631 The space of outcomes of semi-static trading strategies need not be closed***by*Beatrice Acciaio & Martin Larsson & Walter Schachermayer**1606.00530 On American VIX options under the generalized 3/2 and 1/2 models***by*Jerome Detemple & Yerkin Kitapbayev**1606.00424 Price formation on a housing market and spatial income segregation***by*Marco Pangallo & Jean Pierre Nadal & Annick Vignes**1606.00142 Model selection consistency from the perspective of generalization ability and VC theory with an application to Lasso***by*Ning Xu & Jian Hong & Timothy C. G. Fisher**1605.09720 Endogenous Formation of Limit Order Books: Dynamics Between Trades***by*Roman Gayduk & Sergey Nadtochiy**1605.09484 A unified approach to mortality modelling using state-space framework: characterisation, identification, estimation and forecasting***by*Man Chung Fung & Gareth W. Peters & Pavel V. Shevchenko**1605.09181 The use of the multi-cumulant tensor analysis for the algorithmic optimisation of investment portfolios***by*Krzysztof Domino**1605.09112 A Mean Field Game of Optimal Stopping***by*Marcel Nutz**1605.08908 What does past correlation structure tell us about the future? An answer from network filtering***by*Nicol\'o Musmeci & Tomaso Aste & Tiziana Di Matteo**1605.08899 Modelling Trading Networks and the Role of Trust***by*Rafael A. Barrio & Tzipe Govezensky & \'Elfego Ruiz-Guti\'errez & Kimmo K. Kaski**1605.08354 Can an interdisciplinary field contribute to one of the parent disciplines from which it emerged?***by*Anirban Chakraborti & Dhruv Raina & Kiran Sharma**1605.08166 A constraint-based framework to study rationality, competition and cooperation in fisheries***by*Christian Mullon & Charles Mullon**1605.08099 Contracting theory with competitive interacting agents***by*Romuald Elie & Dylan Possama\"i**1605.08025 Foreign exchange risk premia: from traditional to state-space analyses***by*Siwat Nakmai**1605.07945 Trading VIX Futures under Mean Reversion with Regime Switching***by*Jiao Li**1605.07884 Risk Arbitrage and Hedging to Acceptability***by*Emmanuel Lepinette & Ilya Molchanov**1605.07680 Generalized Subjective Lexicographic Expected Utility Representation***by*Hugo Cruz-Sanchez**1605.07500 Pathwise Iteration for Backward SDEs***by*Christian Bender & Christian Gaertner & Nikolaus Schweizer**1605.07419 Linear Credit Risk Models***by*Damien Ackerer & Damir Filipovi\'c**1605.07278 Discrete Wavelet Transform-Based Prediction of Stock Index: A Study on National Stock Exchange Fifty Index***by*Dhanya Jothimani & Ravi Shankar & Surendra S. Yadav**1605.07230 Deep Portfolio Theory***by*J. B. Heaton & N. G. Polson & J. H. Witte**1605.07099 The Jacobi Stochastic Volatility Model***by*Damien Ackerer & Damir Filipovi\'c & Sergio Pulido**1605.06849 A note on optimal expected utility of dividend payments with proportional reinsurance***by*Xiaoqing Liang & Zbigniew Palmowski**1605.06845 Minimal Investment Risk of Portfolio Optimization Problem with Budget and Investment Concentration Constraints***by*Takashi Shinzato**1605.06843 Portfolio Optimization Problem with Non-identical Variances of Asset Returns using Statistical Mechanical Informatics***by*Takashi Shinzato**1605.06840 Asymptotic Eigenvalue Distribution of Wishart Matrices whose Components are not Independently and Identically Distributed***by*Takashi Shinzato**1605.06700 The impact of the financial crisis on the long-range memory of European corporate bond and stock markets***by*Lisana B. Martinez & M. Belen Guercio & Aurelio F. Bariviera & Antonio Terce\~no**1605.06482 Generalized Leverage Effects in Asset Returns***by*Kenichiro McAlinn & Asahi Ushio & Teruo Nakatsuma**1605.06429 Hedging with Small Uncertainty Aversion***by*Sebastian Herrmann & Johannes Muhle-Karbe & Frank Thomas Seifried**1605.06301 BSDEs with mean reflection***by*Philippe Briand & Romuald Elie & Ying Hu**1605.05819 Exponentially concave functions and a new information geometry***by*Soumik Pal & Ting-Kam Leonard Wong**1605.05814 Some Mathematical Aspects of Price Optimisation***by*Y. Bai & E. Hashorva & G. Ratovomirija & M. Tamraz**1605.05802 Recursive utility maximization under partial information***by*Shaolin Ji & Xiaomin Shi**1605.05631 Far from equilibrium: Wealth reallocation in the United States***by*Yonatan Berman & Ole Peters & Alexander Adamou**1605.05545 Elections in Russia, 1991-2008***by*Daniel Treisman**1605.05100 Wrong-Way Risk Models: A Comparison of Analytical Exposures***by*Fr\'ed\'eric Vrins**1605.04995 Optimality of two-parameter strategies in stochastic control***by*Kazutoshi Yamazaki**1605.04949 How brokers can optimally plot against traders***by*Manuel Lafond**1605.04948 Quantum theory of securities price formation in financial markets***by*Jack Sarkissian**1605.04945 Extended nonlinear feedback model for describing episodes of high inflation***by*M A Szybisz & L Szybisz**1605.04943 Stochastic Effects in a Discretized Kinetic Model of Economic Exchange***by*M. L. Bertotti & A. K. Chattopadhyay & G. Modanese**1605.04941 Mortgages and Refinancing***by*Khizar Qureshi & Cheng Su**1605.04940 Value-at-Risk: The Effect of Autoregression in a Quantile Process***by*Khizar Qureshi**1605.04938 The topology of card transaction money flows***by*Massimiliano Zanin & David Papo & Miguel Romance & Regino Criado & Santiago Moral**1605.04600 Learning zero-cost portfolio selection with pattern matching***by*Tim Gebbie & Fayyaaz Loonat**1605.04584 On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums***by*Ewa Marciniak & Zbigniew Palmowski**1605.04385 Knight--Walras Equilibria***by*Patrick Beissner & Frank Riedel**1605.04219 Empowering cash managers to achieve cost savings by improving predictive accuracy***by*Francisco Salas-Molina & Francisco J. Martin & Juan A. Rodr\'iguez-Aguilar & Joan Serr\`a & Josep Ll. Arcos**1605.03683 Optimality of VWAP Execution Strategies under General Shaped Market Impact Functions***by*Takashi Kato**1605.03653 High-Roller Impact: A Large Generalized Game Model of Parimutuel Wagering***by*Erhan Bayraktar & Alexander Munk**1605.03559 Survey on log-normally distributed market-technical trend data***by*Ren\'e Kempen & Stanislaus Maier-Paape**1605.03551 Global Gauge Symmetries, Risk-Free Portfolios, and the Risk-Free Rate***by*Martin Gremm**1605.03133 Economic Development and Inequality: a complex system analysis***by*Angelica Sbardella & Emanuele Pugliese & Luciano Pietronero**1605.03097 Heat Kernels, Solvable Lie Groups, and the Mean Reverting SABR Stochastic Volatility Model***by*Siyan Zhang & Anna L. Mazzucato & Victor Nistor**1605.02654 Stochastic Portfolio Theory: A Machine Learning Perspective***by*Yves-Laurent Kom Samo & Alexander Vervuurt**1605.02539 Robust framework for quantifying the value of information in pricing and hedging***by*Anna Aksamit & Zhaoxu Hou & Jan Ob\l\'oj**1605.02472 Generalized semi-Markovian dividend discount model: risk and return***by*Guglielmo D'Amico**1605.02418 Mean-correction and Higher Order Moments for a Stochastic Volatility Model with Correlated Errors***by*Sujay Mukhoti & Pritam Ranjan**1605.02283 Coherence and incoherence collective behavior in financial market***by*Shangmei Zhao & Qiuchao Xie & Qing Lu & Xin Jiang & Wei Chen**1605.02188 Forecasting time series with structural breaks with Singular Spectrum Analysis, using a general form of recurrent formula***by*Donya Rahmani & Saeed Heravi & Hossein Hassani & Mansi Ghodsi**1605.01998 Unbiased Monte Carlo Simulation of Diffusion Processes***by*Louis Paulot**1605.01976 The Accounting Network: how financial institutions react to systemic crisis***by*Andrea Flori & Giuseppe Pappalardo & Michelangelo Puliga & Alessandro Chessa & Fabio Pammolli**1605.01949 The wage transition in developed countries and its implications for China***by*Belal Baaquie & Bertrand M. Roehner & Qinghai Wang**1605.01920 Is it "natural" to expect Economics to become a part of the Natural Sciences?***by*Arnab Chatterjee**1605.01862 Optimal market making***by*Olivier Gu\'eant**1605.01354 Modeling and Simulation of the Economics of Mining in the Bitcoin Market***by*Luisanna Cocco & Michele Marchesi**1605.01343 Electoral Systems Used around the World***by*Siamak F. Shahandashti**1605.01327 No-arbitrage and hedging with liquid American options***by*Erhan Bayraktar & Zhou Zhou**1605.01071 Lie symmetries of (1+2) nonautonomous evolution equations in Financial Mathematics***by*A. Paliathanasis & R. M. Morris & P. G. L. Leach**1605.01052 Regrets, learning and wisdom***by*Damien Challet**1605.01028 On Optimal Retirement (How to Retire Early)***by*Philip Ernst & Dean Foster & Larry Shepp**1605.00868 The Local Fractional Bootstrap***by*Mikkel Bennedsen & Ulrich Hounyo & Asger Lunde & Mikko S. Pakkanen**1605.00762 Revisiting a Theorem of L.A. Shepp on Optimal Stopping***by*Philip Ernst & Larry Shepp**1605.00634 Why have asset price properties changed so little in 200 years***by*Jean-Philippe Bouchaud & Damien Challet**1605.00339 A unified pricing of variable annuity guarantees under the optimal stochastic control framework***by*Pavel V. Shevchenko & Xiaolin Luo**1605.00307 Semi-analytic path integral solution of SABR and Heston equations: pricing Vanilla and Asian options***by*Jan Kuklinski & Kevin Tyloo**1605.00230 Density Forecasts and the Leverage Effect: Some Evidence from Observation and Parameter-Driven Volatility Models***by*Leopoldo Catania & Nima Nonejad**1605.00173 Robustness of mathematical models and technical analysis strategies***by*Ahmed Bel Hadj Ayed & Gr\'egoire Loeper & Fr\'ed\'eric Abergel**1605.00080 Depreciation and the Time Value of Money***by*Brendon Farrell**1605.00039 Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications***by*Ren\'e A\"id & Matteo Basei & Giorgia Callegaro & Luciano Campi & Tiziano Vargiolu**1604.08895 The puzzle that just isn't***by*Christian Mueller-Kademann**1604.08824 A new structural stochastic volatility model of asset pricing and its stylized facts***by*Radu T. Pruna & Maria Polukarov & Nicholas R. Jennings**1604.08743 Factor Models for Cancer Signatures***by*Zura Kakushadze & Willie Yu**1604.08735 Pricing Bermudan options under local L\'evy models with default***by*Anastasia Borovykh & Cornelis W. Oosterlee & Andrea Pascucci**1604.08677 An Explicit Formula for Likelihood Function for Gaussian Vector Autoregressive Moving-Average Model Conditioned on Initial Observables with Application to Model Calibration***by*Du Nguyen**1604.08224 Utility maximization problem with random endowment and transaction costs: when wealth may become negative***by*Yiqing Lin & Junjian Yang**1604.08070 Convex Hedging in Incomplete Markets***by*Birgit Rudloff**1604.08037 On Dynamic Deviation Measures and Continuous-Time Portfolio Optimisation***by*Martijn Pistorius & Mitja Stadje**1604.07969 On the Surprising Explanatory Power of Higher Realized Moments in Practice***by*Keren Shen & Jianfeng Yao & Wai Keung Li**1604.07782 Is the public sector of your country a diffusion borrower? Empirical evidence from Brazil***by*Leno S. Rocha & Frederico S. A. Rocha & Th\'arsis T. P. Souza**1604.07690 Arbitrage without borrowing or short selling?***by*Jani Lukkarinen & Mikko S. Pakkanen**1604.07556 Linear models for the impact of order flow on prices II. The Mixture Transition Distribution model***by*Damian Eduardo Taranto & Giacomo Bormetti & Jean-Philippe Bouchaud & Fabrizio Lillo & Bence Toth**1604.07042 Entropy and credit risk in highly correlated markets***by*Sylvia Gottschalk**1604.06917 Concurrent Credit Portfolio Losses***by*Joachim Sicking & Thomas Guhr & Rudi Sch\"afer**1604.06892 On the Optimal Dividend Problem for Insurance Risk Models with Surplus-Dependent Premiums***by*Ewa Marciniak & Zbigniew Palmowski**1604.06629 Entangling credit and funding shocks in interbank markets***by*Giulio Cimini & Matteo Serri**1604.06609 Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications***by*Huy\^en Pham**1604.06342 Optimal trading with online parameters revisions***by*N Baradel & B Bouchard & Ngoc Minh Dang**1604.06284 The Impact of Services on Economic Complexity: Service Sophistication as Route for Economic Growth***by*Viktor Stojkoski & Zoran Utkovski & Ljupco Kocarev**1604.05896 Random selection of factors approximately preserves correlation structure in a linear factor model***by*Antti Tanskanen & Jani Lukkarinen & Kari Vatanen**1604.05771 Multidimensional matching***by*Pierre-Andr\'e Chiappori & Robert McCann & Brendan Pass**1604.05598 Regime switching vine copula models for global equity and volatility indices***by*Holger Fink & Yulia Klimova & Claudia Czado & Jakob St\"ober**1604.05584 Optimal investment and consumption with downside risk constraint in jump-diffusion models***by*Thai Nguyen**1604.05517 Robust pricing--hedging duality for American options in discrete time financial markets***by*Anna Aksamit & Shuoqing Deng & Jan Ob\l\'oj & Xiaolu Tan**1604.05406 Gap Risk KVA and Repo Pricing: An Economic Capital Approach in the Black-Scholes-Merton Framework***by*Wujiang Lou**1604.05404 Repo Haircuts and Economic Capital***by*Wujiang Lou**1604.05178 High order finite difference schemes on non-uniform meshes for the time-fractional Black-Scholes equation***by*Yuri M. Dimitrov & Lubin G. Vulkov**1604.04963 Optimal Execution of Limit and Market Orders with Trade Director, Speed Limiter, and Fill Uncertainty***by*Brian Bulthuis & Julio Concha & Tim Leung & Brian Ward**1604.04872 Solving the Equity Risk Premium Puzzle and Inching Towards a Theory of Everything***by*Ravi Kashyap**1604.04608 Super-hedging American Options with Semi-static Trading Strategies under Model Uncertainty***by*Erhan Bayraktar & Zhou Zhou**1604.04312 Convergence of Economic Growth and the Great Recession as Seen From a Celestial Observatory***by*Eamon Duede & Victor Zhorin**1604.04223 On the survival of poor peasants***by*Andrea C. Levi & Ubaldo Garibaldi**1604.03996 Evidence of Self-Organization in Time Series of Capital Markets***by*Leopoldo S\'anchez-Cant\'u & Carlos Arturo Soto-Campos & Andriy Kryvko**1604.03906 Stochastic Perron for Stochastic Target Problems***by*Erhan Bayraktar & Jiaqi Li**1604.03776 Detecting a Structural Change in Functional Time Series Using Local Wilcoxon Statistic***by*Daniel Kosiorowski & Jerzy P. Rydlewski & Ma{\l}gorzata Snarska**1604.03522 The Topology of African Exports: emerging patterns on spanning trees***by*Tanya Ara\'ujo & M. Ennes Ferreira**1604.03337 The subjective discount factor and the coefficient of relative risk aversion under time-additive isoelastic expected utility model***by*Dominique Pepin**1604.03317 Pricing American options using martingale bases***by*J\'er\^ome Lelong**1604.03042 Distribution-Constrained Optimal Stopping***by*Erhan Bayraktar & Christopher W. Miller**1604.02759 Reconstruction of Order Flows using Aggregated Data***by*Ioane Muni Toke**1604.02370 Describing Realistic Wealth Distributions with the Extended Yard-Sale Model of Asset Exchange***by*Bruce M. Boghosian & Adrian Devitt-Lee & Jie Li & Jeremy A. Marcq & Hongyan Wang**1604.02274 More on hedging American options under model uncertainty***by*David Hobson & Anthony Neuberger**1604.02269 On the value of being American***by*David Hobson & Anthony Neuberger**1604.02237 Kriging of financial term-structures***by*Areski Cousin & Hassan Maatouk & Didier Rulli\`ere**1604.01824 The statistical significance of multivariate Hawkes processes fitted to limit order book data***by*Roger Martins & Dieter Hendricks**1604.01819 Aggregating time preferences with decreasing impatience***by*Nina Anchugina & Matthew Ryan & Arkadii Slinko**1604.01557 Market Imitation and Win-Stay Lose-Shift strategies emerge as unintended patterns in market direction guesses***by*Mario Guti\'errez-Roig & Carlota Segura & Jordi Duch & Josep Perell\'o**1604.01447 Relativistic Quantum Finance***by*Juan M. Romero & Ilse B. Zubieta-Mart\'inez**1604.01338 Copula--based Specification of vector MEMs***by*Fabrizio Cipollini & Robert F. Engle & Giampiero M. Gallo**1604.01322 Controllability Analyses on Firm Networks Based on Comprehensive Data***by*Hiroyasu Inoue**1604.01281 Option Pricing in the Moderate Deviations Regime***by*Peter Friz & Stefan Gerhold & Arpad Pinter