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### 2013

**1312.2203 Research on fresh agriculture product based on overconfidence of the retailer under options and spot markets dominated***by*Kai Nie & Man Yu**1312.2179 On the implicit interest rate in the Yunus equation***by*Marc Diener & Pheakdei Mauk**1312.2048 The False Premises and Promises of Bitcoin***by*Brian P. Hanley**1312.2004 Optimal Trading Strategies as Measures of Market Disequilibrium***by*Valerii Salov**1312.1645 What is the best risk measure in practice? A comparison of standard measures***by*Susanne Emmer & Marie Kratz & Dirk Tasche**1312.1578 Credit Portfolio Management in a Turning Rates Environment***by*Arthur M. Berd & Elena Ranguelova & Antonio Baldaque da Silva**1312.1473 Oracle Properties and Finite Sample Inference of the Adaptive Lasso for Time Series Regression Models***by*Francesco Audrino & Lorenzo Camponovo**1312.1006 Dynamic Limit Growth Indices in Discrete Time***by*Tomasz R. Bielecki & Igor Cialenco & Marcin Pitera**1312.0690 Self-organization and phase transition in financial markets with multiple choices***by*Li-Xin Zhong & Wen-Juan Xu & Ping Huang & Chen-Yang Zhong & Tian Qiu**1312.0563 Simulating and analyzing order book data: The queue-reactive model***by*Weibing Huang & Charles-Albert Lehalle & Mathieu Rosenbaum**1312.0557 Asymptotic distribution of the Markowitz portfolio***by*Steven E. Pav**1312.0514 Trade arrival dynamics and quote imbalance in a limit order book***by*Alexander Lipton & Umberto Pesavento & Michael G Sotiropoulos**1312.0506 The impact of systemic risk on the diversification benefits of a risk portfolio***by*Marc Busse & Michel Dacorogna & Marie Kratz**1312.0424 Optimal insurance purchase strategies via optimal multiple stopping times***by*Rodrigo S. Targino & Gareth W. Peters & Georgy Sofronov & Pavel V. Shevchenko**1312.0323 Towards a microeconomic theory of the finance-driven business cycle***by*Alejandro Jenkins**1312.0283 Stochastic areas of diffusions and applications in risk theory***by*Zhenyu Cui**1312.0161 Science and the Future: Introduction***by*Angelo Tartaglia**1312.0128 CCPs, Central Clearing, CSA, Credit Collateral and Funding Costs Valuation FAQ: Re-hypothecation, CVA, Closeout, Netting, WWR, Gap-Risk, Initial and Variation Margins, Multiple Discount Curves, FVA?***by*Damiano Brigo & Andrea Pallavicini**1311.7419 Risk- and ambiguity-averse portfolio optimization with quasiconcave utility functionals***by*Sigrid K\"allblad**1311.7027 A note on arbitrage, approximate arbitrage and the fundamental theorem of asset pricing***by*Claudio Fontana**1311.6262 Agent-based models for latent liquidity and concave price impact***by*Iacopo Mastromatteo & Bence Toth & Jean-Philippe Bouchaud**1311.6257 Filters and smoothers for self-exciting Markov modulated counting processes***by*Samuel N. Cohen & Robert J. Elliott**1311.6187 Pathwise stochastic integrals for model free finance***by*Nicolas Perkowski & David J. Pr\"omel**1311.6179 Optimal Strategies for a Long-Term Static Investor***by*Lingjiong Zhu**1311.6080 A New Characterization of Comonotonicity and its Application in Behavioral Finance***by*Zuo Quan Xu**1311.6027 Left-wing asymptotics of the implied volatility in the presence of atoms***by*Archil Gulisashvili**1311.5753 Nucleation, condensation and lambda-transition on a real-life stock market***by*M. Wilinski & B. Szewczak & T. Gubiec & R. Kutner & Z. R. Struzik**1311.5661 The order book as a queueing system: average depth and influence of the size of limit orders***by*Ioane Muni Toke**1311.5511 Unified Growth Theory: A puzzling collection of myths based on hyperbolic illusions***by*Ron W Nielsen**1311.5211 Remark on repo and options***by*Andrei Kapaev**1311.5120 Actuarial fairness and solidarity in pooled annuity funds***by*Catherine Donnelly**1311.5101 Copulas and time series with long-ranged dependences***by*R\'emy Chicheportiche & Anirban Chakraborti**1311.5036 Probabilistic and statistical properties of moment variations and their use in inference and estimation based on high frequency return data***by*Kyungsub Lee**1311.4977 Conditional correlation in asset return and GARCH intensity model***by*Geon Ho Choe & Kyungsub Lee**1311.4973 High moment variations and their application***by*Geon Ho Choe & Kyungsub Lee**1311.4969 Recursive formula for arithmetic Asian option prices***by*Kyungsub Lee**1311.4798 The multiplex structure of interbank networks***by*Leonardo Bargigli & Giovanni di Iasio & Luigi Infante & Fabrizio Lillo & Federico Pierobon**1311.4771 Stock Market Trend Analysis Using Hidden Markov Models***by*G. Kavitha & A. Udhayakumar & D. Nagarajan**1311.4698 A central limit theorem for Latin hypercube sampling with dependence and application to exotic basket option pricing***by*Christoph Aistleitner & Markus Hofer & Robert Tichy**1311.4503 A numerical algorithm for fully nonlinear HJB equations: an approach by control randomization***by*Idris Kharroubi & Nicolas Langren\'e & Huy\^en Pham**1311.4342 Option pricing and hedging with execution costs and market impact***by*Olivier Gu\'eant & Jiang Pu**1311.4274 Impact of information cost and switching of trading strategies in an artificial stock market***by*Yi-Fang Liu & Wei Zhang & Chao Xu & J{\o}rgen Vitting Andersen & Hai-Chuan Xu**1311.4266 Pr\'evision du risque de cr\'edit : Une \'etude comparative entre l'Analyse Discriminante et l'Approche Neuronale***by*Younes Boujelb\`ene & Sihem Khemakhem**1311.4249 Multiscale Stochastic Volatility Model for Derivatives on Futures***by*Jean-Pierre Fouque & Yuri F. Saporito & Jorge P. Zubelli**1311.4230 Structural Changes on Warsaw's Stock Exchange: the end of Financial Crisis***by*Pawe{\l} Fiedor**1311.4160 Simulating the Synchronizing Behavior of High-Frequency Trading in Multiple Markets***by*Benjamin Myers & Austin Gerig**1311.4078 Skew and implied leverage effect: smile dynamics revisited***by*Vincent Vargas & Tung-Lam Dao & Jean-Philippe Bouchaud**1311.4074 Option Pricing with Lie Symmetry Analysis and Similarity Reduction Method***by*Wenqing Bao & ChunLi Chen & Jin E. Zhang**1311.4068 Uncertain growth and the value of the future***by*Jaume Masoliver & Miquel Montero & Josep Perell\'o & John Geanakoplos & J. Doyne Farmer**1311.4057 A Fast Algorithm for Computing High-dimensional Risk Parity Portfolios***by*Th\'eophile Griveau-Billion & Jean-Charles Richard & Thierry Roncalli**1311.3881 Functional Ito Calculus, Path-dependence and the Computation of Greeks***by*Samy Jazaerli & Yuri F. Saporito**1311.3871 Financial interaction networks inferred from traded volumes***by*Hongli Zeng & R\'emi Lemoy & Mikko Alava**1311.3764 Modeling systemic risks in financial markets***by*Abhijnan Rej**1311.3529 Time--consistent investment under model uncertainty: the robust forward criteria***by*Sigrid Kallblad & Jan Obloj & Thaleia Zariphopoulou**1311.3019 An Excursion-Theoretic Approach to Regulator's Bank Reorganization Problem***by*Masahiko Egami & Tadao Oryu**1311.2550 The Kelly growth optimal strategy with a stop-loss rule***by*Mads Nielsen**1311.2511 Spin Glasses and Nonlinear Constraints in Portfolio Optimization***by*M. Andrecut**1311.2278 Performance of multifractal detrended fluctuation analysis on short time series***by*Juan Luis Lopez & Jesus Guillermo Contreras**1311.2273 Measures of uncertainty in market network analysis***by*V. A. Kalyagin & A. P. Koldanov & P. A. Koldanov & P. M. Pardalos & V. A. Zamaraev**1311.1924 Community detection for correlation matrices***by*Mel MacMahon & Diego Garlaschelli**1311.1715 Portfolio Choice with Stochastic Investment Opportunities: a User's Guide***by*Ren Liu & Johannes Muhle-Karbe**1311.1562 Stationary Markov Perfect Equilibria in Discounted Stochastic Games***by*Wei He & Yeneng Sun**1311.1545 Varadhan's formula, conditioned diffusions, and local volatilities***by*Stefano De Marco & Peter Friz**1311.1535 Nash equilibrium for coupling of CO2 allowances and electricity markets***by*Mireille Bossy & Nadia Maizi & Odile Pourtallier**1311.1154 Modeling of Volatility with Non-linear Time Series Model***by*Kim Song Yon & Kim Mun Chol**1311.1122 On time scaling of semivariance in a jump-diffusion process***by*Rodrigue Oeuvray & Pascal Junod**1311.1097 Does Banque de France control inflation and unemployment?***by*Ivan Kitov & Oleg Kitov**1311.0688 Affine HJM Framework on $S_{d}^{+}$ and Long-Term Yield***by*Francesca Biagini & Alessandro Gnoatto & Maximilian H\"artel**1311.0675 On strong binomial approximation for stochastic processes and applications for financial modelling***by*Nikolai Dokuchaev**1311.0657 Detrending moving-average cross-correlation coefficient: Measuring cross-correlations between non-stationary series***by*Ladislav Kristoufek**1311.0530 Multivariate stochastic volatility modelling using Wishart autoregressive processes***by*K. Triantafyllopoulos**1311.0498 Default Clustering in Large Pools: Large Deviations***by*Konstantinos Spiliopoulos & Richard B. Sowers**1311.0414 On Agents and Equilibria***by*Ted Theodosopoulos**1311.0354 On the Capital Allocation Problem for a New Coherent Risk Measure in Collective Risk Theory***by*Assa Hirbod & Morales Manuel & Omidi Firouzi Hassan**1311.0270 There is a VaR beyond usual approximations***by*Marie Kratz**1311.0236 Variance matters (in stochastic dividend discount models)***by*Arianna Agosto & Enrico Moretto**1311.0118 Regulatory-Compliant Derivatives Pricing is Not Risk-Neutral***by*Chris Kenyon & Andrew Green**1310.8604 Modeling catastrophic deaths using EVT with a microsimulation approach to reinsurance pricing***by*Matias Leppisaari**1310.8431 Multiagent's model of stock market with p-adic description of prices***by*Viktor Zharkov**1310.8296 The Use of Numeraires in Multi-dimensional Black-Scholes Partial Differential Equations***by*Hyong-chol O & Yong-hwa Ro & Ning Wan**1310.8169 Predicting trend reversals using market instantaneous state***by*Thomas Bury**1310.7857 Sticky continuous processes have consistent price systems***by*Christian Bender & Mikko S. Pakkanen & Hasanjan Sayit**1310.7280 The stochastic field of aggregate utilities and its saddle conjugate***by*Peter Bank & Dmitry Kramkov**1310.7128 Restructuring the "one-way CSA" counterparty risk in a CDO***by*Lorenzo Giada & Claudio Nordio**1310.7018 Stock returns versus trading volume: is the correspondence more general?***by*Rafal Rak & Stanislaw Drozdz & Jaroslaw Kwapien & Pawel Oswiecimka**1310.6873 Illiquidity and Insolvency: a Double Cascade Model of Financial Crises***by*Thomas R. Hurd & Davide Cellai & Sergey Melnik & Quentin Shao**1310.6822 Optimal Choice under Short Sell Limit with Sharpe Ratio as Criterion among Multiple Assets***by*Yiran Sheng & Ruokun Huang**1310.6819 Valuing FtD Contract under Copula Approach via Monte-Carlo Stimulation***by*Yiran Sheng**1310.6526 Exact simulation pricing with Gamma processes and their extensions***by*Lancelot F. James & Dohyun Kim & Zhiyuan Zhang**1310.6486 Systemic Risk Identification, Modelling, Analysis, and Monitoring: An Integrated Approach***by*Antoaneta Sergueiva**1310.6320 Epidemics in markets with trade friction and imperfect transactions***by*Mathieu Moslonka-Lefebvre & Herv\'e Monod & Christopher A. Gilligan & Elisabeta Vergu & Jo\~ao A. N. Filipe**1310.6025 An optimal three-way stable and monotonic spectrum of bounds on quantiles: a spectrum of coherent measures of financial risk and economic inequality***by*Iosif Pinelis**1310.5540 Frequency Effects on Predictability of Stock Returns***by*Pawe{\l} Fiedor**1310.5388 Structure and causality relations in a global network of financial companies***by*Leonidas Sandoval Junior**1310.5306 Can social microblogging be used to forecast intraday exchange rates?***by*Panagiotis Papaioannnou & Lucia Russo & George Papaioannou & Constantinos Siettos**1310.5114 Explore or exploit? A generic model and an exactly solvable case***by*Thomas Gueudr\'e & Alexander Dobrinevski & Jean-Philippe Bouchaud**1310.4994 Asymptotic Glosten Milgrom equilibrium***by*Cheng Li & Hao Xing**1310.4783 Asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations***by*Matyas Barczy & Gyula Pap**1310.4539 Modeling the coupled return-spread high frequency dynamics of large tick assets***by*Gianbiagio Curato & Fabrizio Lillo**1310.4538 The Origin of Fat Tails***by*Martin Gremm**1310.4471 Multivariate transient price impact and matrix-valued positive definite functions***by*Aur\'elien Alfonsi & Alexander Schied & Florian Kl\"ock**1310.4403 Complexity, economic science and possible economic benefits of climate change mitigation policy***by*J. F. Mercure & H. Pollitt & U. Chewpreecha & P. Salas & A. Foley & P. B. Holden & N. R. Edwards**1310.4142 Quantum harmonic oscillator in option pricing***by*Liviu-Adrian Cotfas & Nicolae Cotfas**1310.4067 On pricing kernels, information and risk***by*D. L. Wilcox & T. J. Gebbie**1310.3984 Measuring correlations between non-stationary series with DCCA coefficient***by*Ladislav Kristoufek**1310.3860 Stochastic Modeling and Fair Valuation of Drawdown Insurance***by*Hongzhong Zhang & Tim Leung & Olympia Hadjiliadis**1310.3716 The Relation Between Global Migration and Trade Networks***by*Paolo Sgrignoli & Rodolfo Metulini & Stefano Schiavo & Massimo Riccaboni**1310.3694 A primal-dual algorithm for BSDEs***by*Christian Bender & Nikolaus Schweizer & Jia Zhuo**1310.3572 Asymptotic expansion for characteristic function in Heston stochastic volatility model with fast mean-reverting correction***by*Ankush Agarwal**1310.3397 Regression techniques for Portfolio Optimisation using MOSEK***by*Thomas Schmelzer & Raphael Hauser & Erling Andersen & Joachim Dahl**1310.3396 Seven Sins in Portfolio Optimization***by*Thomas Schmelzer & Raphael Hauser**1310.3386 Regulatory-Optimal Funding***by*Chris Kenyon & Andrew Green**1310.3347 Order Estimates for the Exact Lugannani-Rice Expansion***by*Takashi Kato & Jun Sekine & Kenichi Yoshikawa**1310.3113 Superreplication when trading at market indifference prices***by*Peter Bank & Selim G\"okay**1310.3083 A note on the policy implications of the fiscal multiplier***by*Evangelos F. Magirou**1310.3077 Optimal Order Scheduling for Deterministic Liquidity Patterns***by*Peter Bank & Antje Fruth**1310.3061 The Small Maturity Implied Volatility Slope for L\'evy Models***by*Stefan Gerhold & Ismail Cetin G\"ul\"um**1310.3052 Power identities for L\'evy risk models under taxation and capital injections***by*Hansjoerg Albrecher & Jevgenijs Ivanovs**1310.2973 Taylor approximation of incomplete Radner equilibrium models***by*Jin Hyuk Choi & Kasper Larsen**1310.2964 Optimistic versus Pessimistic--Optimal Judgemental Bias with Reference Point***by*Si Chen**1310.2798 Reciprocity as the foundation of Financial Economics***by*Timothy C. Johnson**1310.2567 Is it a power law distribution? The case of economic contractions***by*Salvador Pueyo**1310.2446 A statistical physics perspective on criticality in financial markets***by*Thomas Bury**1310.2220 Geometrization of Econophysics : An Alternative Approach for Measuring Elements of Risk Management of an Economic System***by*M. E. Kahil**1310.2033 Limit theorems for nearly unstable Hawkes processes***by*Thibault Jaisson & Mathieu Rosenbaum**1310.1882 Implicit transaction costs and the fundamental theorems of asset pricing***by*Erindi Allaj**1310.1786 Inflation, unemployment, and labour force. Phillips curves and long-term projections for Austria***by*Ivan Kitov & Oleg Kitov**1310.1756 High frequency trading and asymptotics for small risk aversion in a Markov renewal model***by*Pietro Fodra & Huy\^en Pham**1310.1634 Cascades in real interbank markets***by*Fariba Karimi & Matthias Raddant**1310.1601 Random Matrix Application to Correlations Among Volatility of Assets***by*Ajay Singh & Dinghai Xu**1310.1446 Fractal Markets Hypothesis and the Global Financial Crisis: Wavelet Power Evidence***by*Ladislav Kristoufek**1310.1444 Can Google Trends search queries contribute to risk diversification?***by*Ladislav Kristoufek**1310.1342 Estimating the FDI Impact on Economic Growth and Export Performances of the European Economies in Transition***by*Olivera Kostoska & Pece Mitrevski**1310.1142 Non-Arbitrage up to Random Horizon for Semimartingale Models***by*Anna Aksamit & Tahir Choulli & Jun Deng & Monique Jeanblanc**1310.1103 Continuous-time Modeling of Bid-Ask Spread and Price Dynamics in Limit Order Books***by*Jose Blanchet & Xinyun Chen**1310.1102 Arbitrage-Free Pricing Before and Beyond Probabilities***by*Louis Paulot**1310.1020 Shapes of implied volatility with positive mass at zero***by*Stefano De Marco & Caroline Hillairet & Antoine Jacquier**1310.0762 Agent-Based Stock Market Model with Endogenous Agents' Impact***by*Jan A. Lipski & Ryszard Kutner**1310.0099 Convergence of the discrete variance swap in time-homogeneous di?usion models***by*Carole Bernard & Zhenyu Cui & Don McLeish**1310.0092 On the martingale property in stochastic volatility models based on time-homogeneous diffusions***by*Carole Bernard & Zhenyu Cui & Don McLeish**1310.0057 Corporations and Regulators: The Game of Influence in Regulatory Capture***by*Dominic K. Albino & Anzi Hu & Yaneer Bar-Yam**1310.0032 When roll-overs do not qualify as num\'eraire: bond markets beyond short rate paradigms***by*Irene Klein & Thorsten Schmidt & Josef Teichmann**1309.7833 Hedging in L\'evy models and the time step equivalent of jumps***by*Ale\v{s} \v{C}ern\'y & Stephan Denkl & Jan Kallsen**1309.7759 Probabilistic aspects of finance***by*Hans F\"ollmer & Alexander Schied**1309.7507 When to sell a Markov chain asset?***by*Qing Zhang**1309.7374 The impact of lead time forecasting on the bullwhip effect***by*Zbigniew Michna & Peter Nielsen**1309.7368 Modeling capital gains taxes for trading strategies of infinite variation***by*Christoph K\"uhn & Bj\"orn Ulbricht**1309.7222 Continuous compliance: a proxy-based monitoring framework***by*Julien Vedani & Fabien Ramaharobandro**1309.7119 Market Index and Stock Price Direction Prediction using Machine Learning Techniques: An empirical study on the KOSPI and HSI***by*Yanshan Wang & In-Chan Choi**1309.6929 A new financial metric for the art market***by*Ventura Charlin & Arturo Cifuentes**1309.6725 Optimal Execution Trajectories. Linear Market Impact with Exponential Decay***by*Igor Skachkov**1309.6505 General Properties of Solutions to Inhomogeneous Black-Scholes Equations with Discontinuous Maturity Payoffs and Application***by*Hyong-Chol O & Ji-Sok Kim**1309.6287 A stochastic model for speculative bubbles***by*S\'ebastien Gadat & Laurent Miclo & Fabien Panloup**1309.6164 Pricing and Hedging Derivative Securities with Unknown Local Volatilities***by*Kerry W. Fendick**1309.6141 Change of measure up to a random time: Details***by*D\"orte Kreher**1309.6105 Control of the socio-economic systems using herding interactions***by*Aleksejus Kononovicius & Vygintas Gontis**1309.5859 Migration and Trade: A Complex-Network Approach***by*Giorgio Fagiolo & Marina Mastrorillo**1309.5806 The fine structure of volatility feedback II: overnight and intra-day effects***by*Pierre Blanc & R\'emy Chicheportiche & Jean-Philippe Bouchaud**1309.5703 The Relationship Between Stock Market Parameters and Interbank Lending Market: an Empirical Evidence***by*Magomet Yandiev & Alexander Pakhalov**1309.5565 Call option on the maximum of the interest rate in the one factor affine model***by*Mohamad Houda**1309.5466 New measure of multifractality and its application in finances***by*Dariusz Grech & Grzegorz Pamu{\l}a**1309.5274 Fast Convergence of Regress-Later Estimates in Least Squares Monte Carlo***by*Eric Beutner & Janina Schweizer & Antoon Pelsser**1309.5245 Credit Risk and the Instability of the Financial System: an Ensemble Approach***by*Thilo A. Schmitt & Desislava Chetalova & Rudi Sch\"afer & Thomas Guhr**1309.5235 Optimal Liquidity Provision***by*Christoph K\"uhn & Johannes Muhle-Karbe**1309.5158 Dynamics of probabilistic labor markets: statistical physics perspective***by*He Chen & Jun-ichi Inoue**1309.5156 Statistical Mechanics of Labor Markets***by*He Chen & Jun-ichi Inoue**1309.5094 Hedging under multiple risk constraints***by*Ying Jiao & Olivier Klopfenstein & Peter Tankov**1309.5073 Non-linear dependences in finance***by*R\'emy Chicheportiche**1309.5053 Learning curve for collective behavior of zero-intelligence agents in successive job-hunting processes with a diversity of Jaynes-Shannon's MaxEnt principle***by*He Chen & Jun-ichi Inoue**1309.5046 A Pre-Trade Algorithmic Trading Model under Given Volume Measures and Generic Price Dynamics (GVM-GPD)***by*Jackie Jianhong Shen**1309.5030 Characterizing financial crisis by means of the three states random field Ising model***by*Mitsuaki Murota & Jun-ichi Inoue**1309.4916 Hedging under an expected loss constraint with small transaction costs***by*Bruno Bouchard & Ludovic Moreau & Mete H. Soner**1309.4156 Trade integration and trade imbalances in the European Union: a network perspective***by*Gautier M. Krings & Jean-Fran\c{c}ois Carpantier & Jean-Charles Delvenne**1309.4050 Analytical solution for a class of network dynamics with mechanical and financial applications***by*Pavel Krej\v{c}\'i & Harbir Lamba & Sergey Melnik & Dmitrii Rachinskii**1309.3844 Futures market efficiency diagnostics via temporal two-point correlations. Russian market case study***by*Mikhail Kopytin & Evgeniy Kazantsev**1309.3832 Sequential Design for Optimal Stopping Problems***by*Robert B. Gramacy & Mike Ludkovski**1309.3771 New models of income distribution, graduation as the explanation of Gini coefficient***by*Dmitry Schmerling**1309.3721 Asymptotic analysis for Merton's problem with transaction costs in power utility case***by*Jin Hyuk Choi**1309.3639 Reducing Financial Avalanches By Random Investments***by*Alessio Emanuele Biondo & Alessandro Pluchino & Andrea Rapisarda & Dirk Helbing**1309.3479 Portfolio Optimization under Small Transaction Costs: a Convex Duality Approach***by*Jan Kallsen & Shen Li**1309.3399 Grand canonical minority game as a sign predictor***by*Karol Wawrzyniak & Wojciech Wi\'slicki**1309.3102 A nested factor model for non-linear dependences in stock returns***by*R\'emy Chicheportiche & Jean-Philippe Bouchaud**1309.3057 Tail behavior of sums and differences of log-normal random variables***by*Archil Gulisashvili & Peter Tankov**1309.3035 Multi-Asset Option Pricing with Exponential L\'evy Processes and the Mellin Transform***by*D. J. Manuge**1309.2982 On hedging American options under model uncertainty***by*Erhan Bayraktar & Yu-Jui Huang & Zhou Zhou**1309.2970 Stability analysis of a model for the market dynamics of a smart grid***by*F. Sorrentino & D. Tolic & R. Fierro & J. R. Gordon & A. Mammoli**1309.2728 A note on the Fundamental Theorem of Asset Pricing under model uncertainty***by*Erhan Bayraktar & Yuchong Zhang & Zhou Zhou**1309.2416 Modeling of Stock Returns and Trading Volume***by*Taisei Kaizoji**1309.2411 Dependency Structure and Scaling Properties of Financial Time Series Are Related***by*Raffaello Morales & T. Di Matteo & Tomaso Aste**1309.2383 On lower and upper bounds for Asian-type options: a unified approach***by*Alexander Novikov & Nino Kordzakhia**1309.2274 The Entropy Law and the impossibility of perpetual economic growth***by*Henrique N. S\'a Earp & Ademar R. Romeiro**1309.2211 L\'evy-FBSDE approach to option pricing***by*Evelina Shamarova & Rui S\'a Pereira**1309.2130 The Interrupted Power Law and The Size of Shadow Banking***by*Davide Fiaschi & Imre Kondor & Matteo Marsili & Valerio Volpati**1309.1988 A Systematic Approach to Constructing Market Models With Arbitrage***by*Johannes Ruf & Wolfgang Runggaldier**1309.1953 Econophysics: Comments on a few Applications, Successes, Methods, & Models***by*Marcel Ausloos**1309.1871 Statistical inference of co-movements of stocks during a financial crisis***by*Takero Ibuki & Shunsuke Higano & Sei Suzuki & Jun-ichi Inoue & Anirban Chakraborti**1309.1844 Investment under uncertainty, competition and regulation***by*Adrien Nguyen Huu**1309.1757 Inflation, unemployment, and labor force. Phillips curves and long-term projections for Japan***by*Ivan Kitov & Oleg Kitov**1309.1647 Comprehensive Unified Models of Structural and Reduced Form Models for Defaultable Fixed Income Bonds (Part 1: One factor-model, Part 2:Two factors-model)***by*Hyong-Chol O & Song-Yon Kim & Dong-Hyok Kim & Chol-Hyok Pak**1309.1492 Commodity futures and market efficiency***by*Ladislav Kristoufek & Miloslav Vosvrda