Printed from https://ideas.repec.org/s/arx/papers111.html
Content
2014
- 1410.0104 Classical mechanics of economic networks
by Nima Dehmamy & Sergey V. Buldyrev & Shlomo Havlin & H. Eugene Stanley & Irena Vodenska - 1409.8609 Time Evolution of Non-linear Currency Networks
by Pawe{l} Fiedor & Artur Ho{l}da - 1409.8528 Tax Compliance and Public Goods Provision -- An Agent-based Econophysics Approach
by S. Hokamp & G. Seibold - 1409.8497 Apparent impact: the hidden cost of one-shot trades
by Iacopo Mastromatteo - 1409.8321 Sudden Trust Collapse in Networked Societies
by Jo~ao da Gama Batista & Jean-Philippe Bouchaud & Damien Challet - 1409.8269 Fact Sheet Research on Bayesian Decision Theory
by H. R. N. van Erp & R. O. Linger & P. H. A. J. M. van Gelder - 1409.8150 Near-optimal estimation of jump activity in semimartingales
by Adam D. Bull - 1409.8119 Scaling analysis of time series of daily prices from stock markets of transitional economies in the Western Balkans
by Darko Sarvan & Djordje Stratimirovic & Suzana Blesic & Vladimir Miljkovic - 1409.8037 Multi-asset consumption-investment problems with infinite transaction costs
by David Hobson & Yeqi Zhu - 1409.8030 Socio-economic inequalities: a statistical physics perspective
by Arnab Chatterjee - 1409.8024 Herding interactions as an opportunity to prevent extreme events in financial markets
by Aleksejus Kononovicius & Vygintas Gontis - 1409.7960 An $\alpha$-stable limit theorem under sublinear expectation
by Erhan Bayraktar & Alexander Munk - 1409.7933 Parametric Risk Parity
by Lorenzo Mercuri & Edit Rroji - 1409.7802 Turnpike Property and Convergence Rate for an Investment Model with General Utility Functions
by Baojun Bian & Harry Zheng - 1409.7720 Risk Premia: Asymmetric Tail Risks and Excess Returns
by Y. Lemp'eri`ere & C. Deremble & T. T. Nguyen & P. Seager & M. Potters & J. P. Bouchaud - 1409.7512 The evolution of wealth transmission in human populations: a stochastic model
by G. Augustins & L. Etienne & J-B. Ferdy & R. Ferrer & B. Godelle & E. Pitard & F. Rousset - 1409.7269 High-Resilience Limits of Block-Shaped Order Books
by Jan Kallsen & Johannes Muhle-Karbe - 1409.7028 A unified approach to time consistency of dynamic risk measures and dynamic performance measures in discrete time
by Tomasz R. Bielecki & Igor Cialenco & Marcin Pitera - 1409.7002 Entropy and Optimization of Portfolios
by Krzysztof Urbanowicz - 1409.6940 Non-Implementability of Arrow-Debreu Equilibria by Continuous Trading under Knightian Uncertainty
by Patrick Beissner & Frank Riedel - 1409.6857 Finite sample properties of power-law cross-correlations estimators
by Ladislav Kristoufek - 1409.6773 On a Stopping Game in continuous time
by Erhan Bayraktar & Zhou Zhou - 1409.6649 A GDP-driven model for the binary and weighted structure of the International Trade Network
by Assaf Almog & Tiziano Squartini & Diego Garlaschelli - 1409.6646 The Immediate Exchange model: an analytical investigation
by Guy Katriel - 1409.6645 Calculation of a power price equilibrium
by Miha Troha & Raphael Hauser - 1409.6444 On the interplay between short and long term memory in the power-law cross-correlations setting
by Ladislav Kristoufek - 1409.6443 Signal Diffusion Mapping: Optimal Forecasting with Time Varying Lags
by Paul Gaskell & Frank McGroarty & Thanassis Tiropanis - 1409.6257 Optimal models of extreme volume-prices are time-dependent
by Paulo Rocha & Frank Raischel & Jo~ao Pedro Boto & Pedro G. Lind - 1409.6193 Estimating topological properties of weighted networks from limited information
by Giulio Cimini & Tiziano Squartini & Andrea Gabrielli & Diego Garlaschelli - 1409.6093 Funding Value Adjustment and Incomplete Markets
by Lorenzo Cornalba - 1409.6042 Option pricing in constant elasticity of variance model with liquidity costs
by Krzysztof Turek - 1409.6027 Distance to the line in the Heston model
by Archil Gulisashvili - 1409.5963 International trade network: fractal properties and globalization puzzle
by Mariusz Karpiarz & Piotr Fronczak & Agata Fronczak - 1409.5936 Bounds on Portfolio Quality
by Steven E. Pav - 1409.5801 Pricing and hedging of energy spread options and volatility modulated Volterra processes
by Fred Espen Benth & Hanna Zdanowicz - 1409.5321 Empirical Study of the 1-2-3 Trend Indicator
by Yasemin Hafizogullari & Stanislaus Maier-Paape & Andreas Platen - 1409.5142 The $\alpha$-Hypergeometric Stochastic Volatility Model
by Jos'e Da Fonseca & Claude Martini - 1409.4896 Mean of Ratios or Ratio of Means: statistical uncertainty applied to estimate Multiperiod Probability of Defaul
by Matteo Formenti - 1409.4894 The Credibility Theory applied to backtesting Counterparty Credit Risk
by Matteo Formenti - 1409.4890 Can Market Risk Perception Drive Inefficient Prices? Theory and Evidence
by Matteo Formenti - 1409.4857 A simple dynamical model leading to Pareto wealth distribution and stability
by Ricardo P'erez-Marco - 1409.4541 Visualising stock flow consistent models as directed acyclic graphs
by Peter G. Fennell & David O'Sullivan & Antoine Godin & Stephen Kinsella - 1409.4387 Indicators of availability of non-market relations in the sphere of labor market in Ukraine
by Valery Tabakov - 1409.3979 Rawls' Fairness, Income Distribution and Alarming Level of Gini Coefficient
by Yong Tao & Xiangjun Wu & Changshuai Li - 1409.3969 Portfolio Selection with Mandatory Bequest
by Jiacheng Feng - 1409.3837 Instability and network effects in innovative markets
by Paolo Sgrignoli & Elena Agliari & Raffaella Burioni & Augusto Schianchi - 1409.3799 The World Trade Web: A Multiple-Network Perspective
by Paolo Sgrignoli - 1409.3738 Beyond the Power Law: Uncovering Stylized Facts in Interbank Networks
by Benjamin Vandermarliere & Alexei Karas & Jan Ryckebusch & Koen Schoors - 1409.3394 Optimal consumption and sale strategies for a risk averse agent
by David Hobson & Yeqi Zhu - 1409.3296 Endogenous crisis waves: a stochastic model with synchronized collective behavior
by Stanislao Gualdi & Jean-Philippe Bouchaud & Giulia Cencetti & Marco Tarzia & Francesco Zamponi - 1409.2760 Synergy cycles in the Norwegian innovation system: The relation between synergy and cycle values
by Inga Ivanova & Oivind Strand & Loet Leydesdorff - 1409.2661 The effect of the number of states on the validity of credit ratings
by P. Lencastre & F. Raischel & P. G. Lind - 1409.2625 Contagion in an interacting economy
by Pierre Paga & Reimer Kuhn - 1409.2618 Optimal Execution with Dynamic Order Flow Imbalance
by Kyle Bechler & Mike Ludkovski - 1409.2575 Custom v. Standardized Risk Models
by Zura Kakushadze & Jim Kyung-Soo Liew - 1409.2226 Optimal double stopping of a Brownian bridge
by Erik J. Baurdoux & Nan Chen & Budhi A. Surya & Kazutoshi Yamazaki - 1409.2214 Approximation of eigenvalues of spot cross volatility matrix with a view toward principal component analysis
by Nien-Lin Liu & Hoang-Long Ngo - 1409.2023 Optimal investment with bounded above utilities in discrete time markets
by Miklos Rasonyi - 1409.1956 A Bayesian Beta Markov Random Field Calibration of the Term Structure of Implied Risk Neutral Densities
by Roberto Casarin & Fabrizio Leisen & German Molina & Enrique ter Horst - 1409.1858 Affine Processes
by Eberhard Mayerhofer - 1409.1830 Discrete Time Term Structure Theory and Consistent Recalibration Models
by Anja Richter & Josef Teichmann - 1409.1786 Zero-determinant strategies in iterated multi-strategy games
by Jin-Li Guo - 1409.1748 A spring-block analogy for the dynamics of stock indexes
by Bulcsu Sandor & Zoltan Neda - 1409.1620 Orthogonal Polynomials for Seminonparametric Instrumental Variables Model
by Yevgeniy Kovchegov & Nese Yildiz - 1409.1451 Opening discussion on banking sector risk exposures and vulnerabilities from virtual currencies: An operational risk perspective
by Gareth W. Peters & Ariane Chapelle & Efstathios Panayi - 1409.1442 On the design of sell-side limit and market order tactics
by Vladimir Markov - 1409.1441 Design and Implementation of Schedule-Based Trading Strategies Based on Uncertainty Bands
by Vladimir Markov & Slava Mazur & David Saltz - 1409.1393 On Correlated Defaults and Incomplete Information
by Wai-Ki Ching & Jia-Wen Gu & Harry Zheng - 1409.1175 Pricing Spread Options under Stochastic Correlation and Jump-Diffusion Models
by Pablo Olivares & Matthew Cane - 1409.1071 Default contagion risks in Russian interbank market
by A. V. Leonidov & E. L. Rumyantsev - 1409.0789 Sicily and the development of Econophysics: the pioneering work of Ettore Majorana and the Econophysics Workshop in Palermo
by Rosario N. Mantegna - 1409.0697 A lattice framework for pricing display advertisement options with the stochastic volatility underlying model
by Bowei Chen & Jun Wang - 1409.0665 Optimal Dynamic Procurement Policies for a Storable Commodity with L\'evy Prices and Convex Holding Costs
by Maria B. Chiarolla & Giorgio Ferrari & Gabriele Stabile - 1409.0636 Manipulating decision making of typical agents
by V. I. Yukalov & D. Sornette - 1409.0407 Optimal dividend problems for a jump-diffusion model with capital injections and proportional transaction costs
by Chuancun Yin & Kam Chuen Yuen - 1409.0118 Analysis of Spin Financial Market by GARCH Model
by Tetsuya Takaishi - 1409.0003 What You Should Know About Megaprojects, and Why: An Overview
by Bent Flyvbjerg - 1409.0002 Should we build more large dams? The actual costs of hydropower megaproject development
by Atif Ansar & Bent Flyvbjerg & Alexander Budzier & Daniel Lunn - 1408.7010 Long Term Optimal Investment in Matrix Valued Factor Models
by Scott Robertson & Hao Xing - 1408.6973 How structurally stable are global socioeconomic systems?
by Serguei Saavedra & Rudolf P. Rohr & Luis J. Gilarranz & Jordi Bascompte - 1408.6938 Fast and Simple Method for Pricing Exotic Options using Gauss-Hermite Quadrature on a Cubic Spline Interpolation
by Xiaolin Luo & Pavel V. Shevchenko - 1408.6799 Stochastic Perron for stochastic target games
by Erhan Bayraktar & Jiaqi Li - 1408.6673 Hedging Conditional Value at Risk with Options
by Maciej J. Capi'nski - 1408.6639 Can Google searches help nowcast and forecast unemployment rates in the Visegrad Group countries?
by Jaroslav Pavlicek & Ladislav Kristoufek - 1408.6637 Spectrum-based estimators of the bivariate Hurst exponent
by Ladislav Kristoufek - 1408.6513 Efficient solution of structural default models with correlated jumps and mutual obligations
by Andrey Itkin & Alexander Lipton - 1408.6455 Long time asymptotics for optimal investment
by Huyen Pham - 1408.6279 A Noisy Principal Component Analysis for Forward Rate Curves
by Marcio Laurini & Alberto Ohashi - 1408.6255 Intra-day variability of the stock market activity versus stationarity of the financial time series
by T. Gubiec & M. Wili'nski - 1408.6122 Game theory analysis for carbon auction market through electricity market coupling
by Mireille Bossy & Nadia Maizi & Odile Pourtallier - 1408.6118 VWAP Execution as an Optimal Strategy
by Takashi Kato - 1408.6070 Time Consistent Behavior Portfolio Policy for Dynamic Mean-Variance Formulation
by Xiangyu Cui & Xun Li & Duan Li & Yun Shi - 1408.6065 Shadow prices for continuous processes
by Christoph Czichowsky & Walter Schachermayer & Junjian Yang - 1408.6043 A Framework of Conjugate Direction Methods for Symmetric Linear Systems in Optimization
by Giovanni Fasano - 1408.5989 Duality Theory for Portfolio Optimisation under Transaction Costs
by Christoph Czichowsky & Walter Schachermayer - 1408.5951 Fragility of the Commons under Prospect-Theoretic Risk Attitudes
by Ashish R. Hota & Siddharth Garg & Shreyas Sundaram - 1408.5677 Asymptotic replication with modified volatility under small transaction costs
by Jiatu Cai & Masaaki Fukasawa - 1408.5673 Approximating the zero-coupon bond price in a general one-factor model with constant coefficients
by Beata Stehlikova - 1408.5618 Symmetric thermal optimal path and time-dependent lead-lag relationship: Novel statistical tests and application to UK and US real-estate and monetary policies
by Hao Meng & Hai-Chuan Xu & Wei-Xing Zhou & Didier Sornette - 1408.5585 Hierarchical causality in financial economics
by Diane Wilcox & Tim Gebbie - 1408.5526 High Performance Financial Simulation Using Randomized Quasi-Monte Carlo Methods
by Linlin Xu & Giray Okten - 1408.5510 Consistent Price Systems under Model Uncertainty
by Bruno Bouchard & Marcel Nutz - 1408.5266 The optimal hedging in a semi-Markov modulated market
by Anindya Goswami & Jeeten Patel & Poorva Sevgaonkar - 1408.4848 Quantile Hedging in a Semi-Static Market with Model Uncertainty
by Erhan Bayraktar & Gu Wang - 1408.4746 Recurrence plots of exchange rates of currencies
by Amelia Carolina Sparavigna - 1408.4618 Diversification and Endogenous Financial Networks
by Jean-Cyprien H'eam & Erwan Koch - 1408.3774 Risk Minimization for Game Options in Markets Imposing Minimal Transaction Costs
by Yan Dolinsky & Yuri Kifer - 1408.3728 Maximum Entropy Production Principle for Stock Returns
by Pawe{l} Fiedor - 1408.3692 On Zero-sum Optimal Stopping Games
by Erhan Bayraktar & Zhou Zhou - 1408.3650 The Random Walk of High Frequency Trading
by Eric M. Aldrich & Indra Heckenbach & Gregory Laughlin - 1408.3387 Elliptical Tempered Stable Distribution and Fractional Calculus
by Hassan A. Fallahgoul & Young S. Kim - 1408.3086 Downturn LGD: A More Conservative Approach for Economic Decline Periods
by Mauro R. Oliveira & Armando Chinelatto Neto - 1408.2985 Granger Causality Stock Market Networks: Temporal Proximity and Preferential Attachment
by Tom'av{s} V'yrost & v{S}tefan Ly'ocsa & Eduard Baumohl - 1408.2859 Realization Utility with Reference-Dependent Preferences
by Jonathan E. Ingersoll Jr. & Lawrence J. Jin - 1408.2805 Accelerated Portfolio Optimization with Conditional Value-at-Risk Constraints using a Cutting-Plane Method
by Georg Hofmann - 1408.2794 Sector-Based Factor Models for Asset Returns
by Angela Gu & Patrick Zeng - 1408.2462 Value-at-Risk time scaling for long-term risk estimation
by Luca Spadafora & Marco Dubrovich & Marcello Terraneo - 1408.2324 Agent based models for wealth distribution with preference in interaction
by Sanchari Goswami & Parongama Sen - 1408.2217 Mean-Reversion and Optimization
by Zura Kakushadze - 1408.2138 How the Taxonomy of Products Drives the Economic Development of Countries
by Andrea Zaccaria & Matthieu Cristelli & Andrea Tacchella & Luciano Pietronero - 1408.1728 Dynamics in two networks based on stocks of the US stock market
by Leonidas Sandoval Junior - 1408.1671 Structural social capital and health in Italy
by Damiano Fiorillo & Fabio Sabatini - 1408.1494 The digital traces of bubbles: feedback cycles between socio-economic signals in the Bitcoin economy
by David Garcia & Claudio Juan Tessone & Pavlin Mavrodiev & Nicolas Perony - 1408.1382 Optimal Consumption under Habit Formation In Markets with Transaction Costs and Random Endowments
by Xiang Yu - 1408.1365 Kinetic Exchange Models in Economics and Sociology
by Sanchari Goswami & Anirban Chakraborti - 1408.1352 A simple model of local prices and associated risk evaluation
by Krzysztof Urbanowicz & Peter Richmond & Janusz A. Ho{l}yst - 1408.1159 Determining Optimal Trading Rules without Backtesting
by Peter P. Carr & Marcos Lopez de Prado - 1408.1022 A Note on Kuhn's Theorem with Ambiguity Averse Players
by Gaurab Aryal & Ronald Stauber - 1408.0981 Bayesian estimation of realized stochastic volatility model by Hybrid Monte Carlo algorithm
by Tetsuya Takaishi - 1408.0916 A system of quadratic BSDEs arising in a price impact model
by Dmitry Kramkov & Sergio Pulido - 1408.0443 Ranking the Economic Importance of Countries and Industries
by Wei Li & Dror Y. Kenett & Kazuko Yamasaki & H. Eugene Stanley & Shlomo Havlin - 1408.0440 Contagious Synchronization and Endogenous Network Formation in Financial Networks
by Christoph Aymanns & Co-Pierre Georg - 1408.0308 Opinion Dynamics and Price Formation: a Nonlinear Network Model
by Marco D'Errico & Gulnur Muradoglu & Silvana Stefani & Giovanni Zambruno - 1407.8300 Optimization of relative arbitrage
by Ting-Kam Leonard Wong - 1407.8068 Critical transaction costs and 1-step asymptotic arbitrage in fractional binary markets
by Fernando Cordero & Lavinia Perez-Ostafe - 1407.8024 Robust valuation and risk measurement under model uncertainty
by Yuhong Xu - 1407.7738 Multivariate Self-Exciting Threshold Autoregressive Models with eXogenous Input
by Peter Martey Addo - 1407.7725 Utility indifference pricing and hedging for structured contracts in energy markets
by Giorgia Callegaro & Luciano Campi & Valeria Giusto & Tiziano Vargiolu - 1407.7717 Convex duality for stochastic singular control problems
by Peter Bank & Helena Kauppila - 1407.7447 Study of a model for the distribution of wealth
by Yves Pomeau & Ricardo Lopez-Ruiz - 1407.7328 New analytic approach to address Put - Call parity violation due to discrete dividends
by Alexander Buryak & Ivan Guo - 1407.7315 Effective and simple VWAP option pricing model
by Alexander Buryak & Ivan Guo - 1407.7237 Grid Integration Costs of Fluctuating Renewable Energy Sources
by Jonas Muller & Marcus Hildmann & Andreas Ulbig & Goran Andersson - 1407.7153 Wealth distribution of simple exchange models coupled with extremal dynamics
by N. Bagatella-Flores & M. Rodriguez-Achach & H. F. Coronel-Brizio & A. R. Hernandez-Montoya - 1407.7140 Semiparametric Estimation of First-Price Auction Models
by Gaurab Aryal & Maria Florencia Gabrielli & Quang Vuong - 1407.6860 On the optimal exercise boundaries of swing put options
by Tiziano De Angelis & Yerkin Kitapbayev - 1407.6851 Fokker-Planck Description of Wealth Dynamics and the Origin of Pareto's Law
by Bruce M. Boghosian - 1407.6649 On the role of F\"ollmer-Schweizer minimal martingale measure in Risk Sensitive control Asset Management
by Amogh Deshpande - 1407.6334 Field Theory of Macroeconomics
by Heribert Genreith - 1407.6222 A finite set of equilibria for the indeterminacy of linear rational expectations models
by Jean-Bernard Chatelain & Kirsten Ralf - 1407.5877 Linear vector optimization and European option pricing under proportional transaction costs
by Alet Roux & Tomasz Zastawniak - 1407.5684 One-level limit order book models with memory and variable spread
by Jonathan A. Ch'avez-Casillas & Jos'e E. Figueroa-L'opez - 1407.5528 Arbitrage-free prediction of the implied volatility smile
by Petros Dellaportas & Aleksandar Mijatovi'c - 1407.5466 Rockets and feathers meet Joseph: Reinvestigating the oil-gasoline asymmetry on the international markets
by Ladislav Kristoufek & Petra Lunackova - 1407.5429 Bank-firm credit network in Japan. An analysis of a bipartite network
by Luca Marotta & Salvatore Miccich`e & Yoshi Fujiwara & Hiroshi Iyetomi & Hideaki Aoyama & Mauro Gallegati & Rosario N. Mantegna - 1407.5305 The dynamics of the leverage cycle
by Christoph Aymanns & J. Doyne Farmer - 1407.5278 Risk-sensitive investment in a finite-factor model
by Grzegorz Andruszkiewicz & Mark H. A. Davis & S'ebastien Lleo - 1407.5258 Agent-based model with asymmetric trading and herding for complex financial systems
by Jun-jie Chen & Bo Zheng & Lei Tan - 1407.5254 Permutation approach, high frequency trading and variety of micro patterns in financial time series
by Cina Aghamohammadi & Mehran Ebrahimian & Hamed Tahmooresi - 1407.5139 Comparing the $G$-Normal Distribution to its Classical Counterpart
by Erhan Bayraktar & Alexander Munk - 1407.5091 An exact and explicit formula for pricing Asian options with regime switching
by Leunglung Chan & Song-Ping Zhu - 1407.5037 Power law scaling and "Dragon-Kings" in distributions of intraday financial drawdowns
by Vladimir Filimonov & Didier Sornette - 1407.5020 Causal Non-Linear Financial Networks
by Pawe{l} Fiedor - 1407.4864 An exact and explicit formula for pricing lookback options with regime switching
by Leunglung Chan & Song-Ping Zhu - 1407.4702 Identification of cross and autocorrelations in time series within an approach based on Wigner eigenspectrum of random matrices
by Michal Sawa & Dariusz Grech - 1407.4614 A convex duality method for optimal liquidation with participation constraints
by Olivier Gu'eant & Jean-Michel Lasry & Jiang Pu - 1407.4512 Exact and asymptotic solutions of the call auction problem
by Ioane Muni Toke - 1407.4452 New Pricing Framework: Options and Bonds
by Nick Laskin - 1407.3749 Microscopic Models for Welfare Measures Addressing a Reduction of Economic Inequality
by Maria Letizia Bertotti & Giovanni Modanese - 1407.3742 Record statistics of financial time series and geometric random walks
by Behlool Sabir & M. S. Santhanam - 1407.3652 Forecasting future oil production in Norway and the UK: a general improved methodology
by Lucas Fievet & Zal`an Forr`o & Peter Cauwels & Didier Sornette - 1407.3390 Slow decay of impact in equity markets
by X. Brokmann & E. Serie & J. Kockelkoren & J. -P. Bouchaud - 1407.3372 Arbitrage in markets with bid-ask spreads
by Przemys{l}aw Rola - 1407.3201 Warehousing Credit (CVA) Risk, Capital (KVA) and Tax (TVA) Consequences
by Chris Kenyon & Andrew Green - 1407.3180 Comparing series of rankings with ties by using complex networks: An analysis of the spanish stock market (IBEX-35 index)
by F. Pedroche & R. Criado & E. Garcia & M. Romance & V. E. Sanchez - 1407.3154 Portfolio optimization in the case of an asset with a given liquidation time distribution
by Ljudmila A. Bordag & Ivan P. Yamshchikov & Dmitry Zhelezov - 1407.2677 Impacts of Regional Trade Agreements(RTAs) on Food Security: A Case of ASEAN Free Trade Agreement
by H. M. S. P. Herath & Cao Liang & Chen Yongbing - 1407.2642 A Bellman View of Jesse Livermore
by Nick Polson & Jan Hendrik Witte - 1407.2514 Geometric Asian Option Pricing in General Affine Stochastic Volatility Models with Jumps
by Friedrich Hubalek & Martin Keller-Ressel & Carlo Sgarra - 1407.2420 Markovian Nash equilibrium in financial markets with asymmetric information and related forward-backward systems
by Umut c{C}etin & Albina Danilova - 1407.2031 Localization in covariance matrices of coupled heterogenous Ornstein-Uhlenbeck processes
by Paolo Barucca - 1407.1769 Discrete, Non Probabilistic Market Models. Arbitrage and Pricing Intervals
by Sebastian E. Ferrando & Alfredo L. Gonzalez & Ivan L. Degano & Massoome Rahsepar - 1407.1726 Superstars in politics: the role of the media in the rise and success of Junichiro Koizumi
by Eiji Yamamura & Fabio Sabatini - 1407.1715 Density of Skew Brownian motion and its functionals with application in finance
by Alexander Gairat & Vadim Shcherbakov - 1407.1674 Robust Superhedging with Jumps and Diffusion
by Marcel Nutz - 1407.1595 Non-linear filtering and optimal investment under partial information for stochastic volatility models
by Dalia Ibrahim & Fr'ed'eric Abergel - 1407.1453 Non-arbitrage for Informational Discrete Time Market Models
by Tahir Choulli & Jun Deng - 1407.1343 Computing Greeks for L\'evy Models: The Fourier Transform Approach
by Federico De Olivera & Ernesto Mordecki - 1407.1072 On a Transform Method for the Efficient Computation of Conditional VaR (and VaR) with Application to Loss Models with Jumps and Stochastic Volatility
by Alessandro Ramponi - 1407.0948 Universal Arbitrage Aggregator in Discrete Time Markets under Uncertainty
by Matteo Burzoni & Marco Frittelli & Marco Maggis - 1407.0787 Decision-theoretic approaches to non-knowledge in economics
by Ekaterina Svetlova & Henk van Elst - 1407.0517 Stochastic model of a pension plan
by Paz Grimberg & Zeev Schuss - 1407.0433 Economic Optimal Operation of Community Energy Storage Systems in Competitive Energy Markets
by Reza Arghandeh & Jeremy Woyak & Ahmet Onen & Jaesung Jung & Robert P. Broadwater - 1407.0256 To sigmoid-based functional description of the volatility smile
by Andrey Itkin - 1407.0225 World Input-Output Network
by Federica Cerina & Zhen Zhu & Alessandro Chessa & Massimo Riccaboni - 1407.0108 A Constrained Control Problem with Degenerate Coefficients and Degenerate Backward SPDEs with Singular Terminal Condition
by Ulrich Horst & Jinniao Qiu & Qi Zhang - 1406.7775 A two-stage model for dealing with temporal degradation of credit scoring
by Maria Rocha Sousa & Jo~ao Gama & Manuel J. Silva Gonc{c}alves - 1406.7752 Bank Networks from Text: Interrelations, Centrality and Determinants
by Samuel Ronnqvist & Peter Sarlin