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Content
2015
- 1511.08622 Complex economies have a lateral escape from the poverty trap
by Emanuele Pugliese & Guido L. Chiarotti & Andrea Zaccaria & Luciano Pietronero
- 1511.08591 On Game-Theoretic Risk Management (Part Two) -- Algorithms to Compute Nash-Equilibria in Games with Distributions as Payoffs
by Stefan Rass
- 1511.08466 Approximate Option Pricing in the L\'evy Libor Model
by Zorana Grbac & David Krief & Peter Tankov
- 1511.08449 Water Stress on U.S. Power Production at Decadal Time Horizons
by Poulomi Ganguli & Devashish Kumar & Auroop R. Ganguly
- 1511.08409 Optimal Real-Time Bidding Strategies
by Joaquin Fernandez-Tapia & Olivier Gu'eant & Jean-Michel Lasry
- 1511.08349 On the Existence of Martingale Measures in Jump Diffusion Market Models
by Jacopo Mancin & Wolfgang J. Runggaldier
- 1511.08194 Integration with respect to model-free price paths with jumps
by Rafa{l} M. {L}ochowski
- 1511.08068 The organization of the interbank network and how ECB unconventional measures affected the e-MID overnight market
by Paolo Barucca & Fabrizio Lillo
- 1511.07945 An Application of Correlation Clustering to Portfolio Diversification
by Hannah Cheng Juan Zhan & William Rea & Alethea Rea
- 1511.07821 Box-Cox transformation of firm size data in statistical analysis
by Ting Ting Chen & Tetsuya Takaishi
- 1511.07773 The behavior of dealers and clients on the European corporate bond market: the case of Multi-Dealer-to-Client platforms
by Jean-David Fermanian & Olivier Gu'eant & Jiang Pu
- 1511.07419 Sustainability in the Stochastic Ramsey Model
by Rabi Bhattacharya & Hyeonju Kim & Mukul Majumdar
- 1511.07359 Optimal Trading with Linear and (small) Non-Linear Costs
by A. Rej & R. Benichou & J. de Lataillade & G. Z'erah & J. -Ph. Bouchaud
- 1511.07230 Some Results on Skorokhod Embedding and Robust Hedging with Local Time
by Julien Claisse & Gaoyue Guo & Pierre Henry-Labordere
- 1511.07203 Some Dynamic Market Models
by Jan A. Audestad
- 1511.07101 Risk-return relationship: An empirical study of different statistical methods for estimating the Capital Asset Pricing Models (CAPM) and the Fama-French model for large cap stocks
by Linh Nghiem
- 1511.06992 Early Warning Signs of the Economic Crisis in Greece: A Warning for Other Countries and Regions
by Ron W Nielsen
- 1511.06943 A composition between risk and deviation measures
by Marcelo Brutti Righi
- 1511.06873 Patterns of trading profiles at the Nordic Stock Exchange. A correlation-based approach
by Federico Musciotto & Luca Marotta & Salvatore Miccich`e & Jyrki Piilo & Rosario N. Mantegna
- 1511.06870 Backbone of credit relationships in the Japanese credit market
by Luca Marotta & Salvatore Miccich`e & Yoshi Fujiwara & Hiroshi Iyetomi & Hideaki Aoyama & Mauro Gallegati & Rosario N. Mantegna
- 1511.06734 A Generalized Probability Framework to Model Economic Agents' Decisions Under Uncertainty
by Emmanuel Haven & Sandro Sozzo
- 1511.06454 A simple framework for the axiomatization of exponential and quasi-hyperbolic discounting
by Nina Anchugina
- 1511.06320 Intragroup transfers, intragroup diversification and their risk assessment
by Andreas Haier & Ilya Molchanov & Michael Schmutz
- 1511.06032 The Entropic Measure Transform
by Renjie Wang & Cody Hyndman & Anastasis Kratsios
- 1511.05948 Least squares estimation for the subcritical Heston model based on continuous time observations
by Matyas Barczy & Balazs Nyul & Gyula Pap
- 1511.05661 Comparison of the analytical approximation formula and Newton's method for solving a class of nonlinear Black-Scholes parabolic equations
by Karol Duris & Shih-Hau Tan & Choi-Hong Lai & Daniel Sevcovic
- 1511.05465 The F\"ollmer-Schweizer decomposition under incomplete information
by Claudia Ceci & Katia Colaneri & Alessandra Cretarola
- 1511.05404 Prediction in complex systems: the case of the international trade network
by Alexandre Vidmer & An Zeng & Mat'uv{s} Medo & Yi-Cheng Zhang
- 1511.05303 An invitation to coupling and copulas: with applications to multisensory modeling
by Hans Colonius
- 1511.04950 Pricing Two-asset Options under Exponential L\'evy Model Using a Finite Element Method
by Xun Li & Ping Lin & Xue-Cheng Tai & Jinghui Zhou
- 1511.04935 Scenario generation for single-period portfolio selection problems with tail risk measures: coping with high dimensions and integer variables
by Jamie Fairbrother & Amanda Turner & Stein Wallace
- 1511.04863 Representation of homothetic forward performance processes in stochastic factor models via ergodic and infinite horizon BSDE
by Gechun Liang & Thaleia Zariphopoulou
- 1511.04768 Optimal Investment with Transaction Costs under Cumulative Prospect Theory in Discrete Time
by Bin Zou & Rudi Zagst
- 1511.04764 Shrinkage = Factor Model
by Zura Kakushadze
- 1511.04314 Financial Models with Defaultable Num\'eraires
by Travis Fisher & Sergio Pulido & Johannes Ruf
- 1511.04218 Equilibrium pricing under relative performance concerns
by Jana Bielagk & Arnaud Lionnet & Goncalo Dos Reis
- 1511.04116 Latency and liquidity provision in a limit order book
by Julius Bonart & Martin Gould
- 1511.04096 A Stochastic Model of Order Book Dynamics using Bouncing Geometric Brownian Motions
by Xin Liu & Qi Gong & Vidyadhar G. Kulkarni
- 1511.03977 Adaptive estimation for some nonparametric instrumental variable models
by Fabian Dunker
- 1511.03876 On the aggregation of experts' information in Bonus-Malus systems
by V'ictor Blanco & Jos'e M. P'erez-S'anchez
- 1511.03863 Preemptive Investment under Uncertainty
by Jan-Henrik Steg
- 1511.03777 Deleveraging, short sale constraints and market crash
by Liang Wu & Lei Zhang & Zhiming Fu
- 1511.03744 Sensitivity Analysis of Long-Term Cash Flows
by Hyungbin Park
- 1511.03732 Instability and Information
by Felix Patzelt
- 1511.03704 Foundations for Wash Sales
by Phillip G. Bradford
- 1511.03616 Moral hazard under ambiguity
by Thibaut Mastrolia & Dylan Possamai
- 1511.03159 On the C-property and $w^*$-representations of risk measures
by Niushan Gao & Foivos Xanthos
- 1511.02934 Capital allocation and risk appetite under Solvency II framework
by Ivan Granito & Paolo De Angelis
- 1511.02716 Nash equilibria for non zero-sum ergodic stochastic differential games
by Samuel N. Cohen & Victor Fedyashov
- 1511.02229 Wage gap between men and women in Tunisia
by Hela Jeddi & Dhafer Malouche
- 1511.02046 Modeling Market Inefficiencies within a Single Instrument
by Kuang-Ting Chen
- 1511.01965 Sequential Detection of Market shocks using Risk-averse Agent Based Models
by Vikram Krishnamurthy & Sujay Bhatt
- 1511.01824 Positive skewness, anti-leverage, reverse volatility asymmetry, and short sale constraints: Evidence from the Chinese markets
by Liang Wu & Jingyi Luo & Yingkai Tang & Gregory Bardes
- 1511.01763 On real growth and run-off companies in insurance ruin theory
by Harri Nyrhinen
- 1511.01707 Getting Started with Particle Metropolis-Hastings for Inference in Nonlinear Dynamical Models
by Johan Dahlin & Thomas B. Schon
- 1511.01564 Pricing Parisian down-and-in options
by Song-Ping Zhu & Nhat-Tan Le & Wen-Ting Chen & Xiaoping Lu
- 1511.01529 A Dynamic Model of Functioning of a Bank
by Oleg Malafeyev & Achal Awasthi
- 1511.01460 LSV models with stochastic interest rates and correlated jumps
by Andrey Itkin
- 1511.01453 Estimating the effect of treatments allocated by randomized waiting lists
by Clement de Chaisemartin & Luc Behaghel
- 1511.01395 On Origins of Alpha
by Zura Kakushadze
- 1511.01207 Trajectory based models. Evaluation of minmax pricing bounds
by Ivan Degano & Sebastian Ferrando & Alfredo Gonzalez
- 1511.00884 Magic points in finance: Empirical integration for parametric option pricing
by Maximilian Ga{ss} & Kathrin Glau & Maximilian Mair
- 1511.00848 A backward Monte Carlo approach to exotic option pricing
by Giacomo Bormetti & Giorgia Callegaro & Giulia Livieri & Andrea Pallavicini
- 1511.00740 Learning Unfair Trading: a Market Manipulation Analysis From the Reinforcement Learning Perspective
by Enrique Mart'inez-Miranda & Peter McBurney & Matthew J. Howard
- 1511.00483 With string model to time series forecasting
by Richard Pinv{c}'ak & Erik Bartov{s}
- 1511.00468 Real Options and Threshold Strategies
by Vadim Arkin & Alexander Slastnikov
- 1511.00140 Conditional Value-at-Risk: Theory and Applications
by Jakob Kisiala
- 1511.00065 A New Class of Problems in the Calculus of Variations
by Ivar Ekeland & Yiming Long & Qinglong Zhou
- 1511.00026 Pathwise no-arbitrage in a class of Delta hedging strategies
by Alexander Schied & Iryna Voloshchenko
- 1510.09110 Optimal Portfolio Liquidation and Dynamic Mean-variance Criterion
by Jia-Wen Gu & Mogens Steffensen
- 1510.08615 Gold, currencies and market efficiency
by Ladislav Kristoufek & Miloslav Vosvrda
- 1510.08578 My Reflections on the First Man vs. Machine No-Limit Texas Hold 'em Competition
by Sam Ganzfried
- 1510.08439 Stochastic control for a class of nonlinear kernels and applications
by Dylan Possamai & Xiaolu Tan & Chao Zhou
- 1510.08335 A Stochastic Electricity Market Clearing Formulation with Consistent Pricing Properties
by Victor M. Zavala & Kibaek Kim & Mihai Anitescu & John Birge
- 1510.08285 Computer-Suported Risk Identification for the Holistic Management of Risks
by Jochen L. Leidner
- 1510.08162 "Speculative Influence Network" during financial bubbles: application to Chinese Stock Markets
by Li Lin & Didier Sornette
- 1510.08161 Asian option as a fixed-point
by Adriana Ocejo
- 1510.08103 From Acquaintances to Friends: Homophily and Learning in Networks
by Mihaela van der Schaar & Simpson Zhang
- 1510.07928 The Insecure Future of the World Economic Growth
by Ron W Nielsen
- 1510.07927 Emergence of Cooperative Long-term Market Loyalty in Double Auction Markets
by Aleksandra Aloric & Peter Sollich & Peter McBurney & Tobias Galla
- 1510.07888 Exchanging Goods Using Valuable Money
by J. V. Howard
- 1510.07608 Modern Monetary Circuit Theory, Stability of Interconnected Banking Network, and Balance Sheet Optimization for Individual Banks
by Alexander Lipton
- 1510.07599 An empirical analysis of the relationships between crude oil, gold and stock markets
by Semei Coronado & Rebeca Jim'enez-Rodr'iguez & Omar Rojas
- 1510.07280 Uncovering the evolution of non-stationary stochastic variables: the example of asset volume-price fluctuations
by Paulo Rocha & Frank Raischel & Jo~ao P. Boto & Pedro G. Lind
- 1510.07221 Pricing of high-dimensional options
by Alexander Kushpel
- 1510.07199 Coherent CVA and FVA with Liability Side Pricing of Derivatives
by Wujiang Lou
- 1510.07111 Dynamic programming approach to principal-agent problems
by Jakv{s}a Cvitani'c & Dylan Possamai & Nizar Touzi
- 1510.07033 Liquidity, risk measures, and concentration of measure
by Daniel Lacker
- 1510.07030 Law invariant risk measures and information divergences
by Daniel Lacker
- 1510.06946 Quantile Coherency: A General Measure for Dependence between Cyclical Economic Variables
by Jozef Barun'ik & Tobias Kley
- 1510.06813 Analysis of Markovian Competitive Situations using Nonatomic Games
by Jian Yang
- 1510.06812 Game-theoretic Modeling of Players' Ambiguities on External Factors
by Jian Yang
- 1510.06809 A Link between Sequential Semi-anonymous Nonatomic Games and their Large Finite Counterparts
by Jian Yang
- 1510.06337 Mathematics of Predicting Growth
by Ron W Nielsen
- 1510.05875 An elementary approach to the option pricing problem
by Nikolaos Halidias
- 1510.05858 A martingale representation theorem and valuation of defaultable securities
by Tahir Choulli & Catherine Daveloose & Mich`ele Vanmaele
- 1510.05854 Estimating the Impact of Wind Generation in the UK
by Lisa MH Hall & Alastair Buckley & Jose Mawyin
- 1510.05790 Risk management under Omega measure
by Michael R. Metel & Traian A. Pirvu & Julian Wong
- 1510.05698 Basic industrial funds of cargo motor transport enterprises: problems of effective use
by Oleksandr Vashkiv
- 1510.05561 A Supermartingale Relation for Multivariate Risk Measures
by Zachary Feinstein & Birgit Rudloff
- 1510.05510 Mathematical Foundations of Realtime Equity Trading. Liquidity Deficit and Market Dynamics. Automated Trading Machines
by Vladislav Gennadievich Malyshkin & Ray Bakhramov
- 1510.05123 Optimal growth trajectories with finite carrying capacity
by Francesco Caravelli & Lorenzo Sindoni & Fabio Caccioli & Cozmin Ududec
- 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 Zik{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
- 1510.04315 Deriving Priorities From Inconsistent PCM using the Network Algorithms
by Marcin Anholcer & Janos Fulop
- 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 Schafer & 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 Bac{s}ou{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 Kluppelberg & 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 Low & 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 Hook & Erik Lindstrom
- 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
- 1509.06544 Pricing and Referrals in Diffusion on Networks
by Matt V. Leduc & Matthew O. Jackson & Ramesh Johari
- 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 Bauerle & 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 Can You hear the Shape of a Market? Geometric Arbitrage and Spectral Theory
by Simone Farinelli & Hideyuki Takada
- 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
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