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Content
2011
- 1109.5144 The Capital Asset Pricing Model as a corollary of the Black-Scholes model
by Vladimir Vovk
- 1109.4859 The Food Crises: A quantitative model of food prices including speculators and ethanol conversion
by Marco Lagi & Yavni Bar-Yam & Karla Z. Bertrand & Yaneer Bar-Yam
- 1109.4726 Super-exponential endogenous bubbles in an equilibrium model of rational and noise traders
by T. Kaizoji & M. Leiss & A. Saichev & D. Sornette
- 1109.4422 Investment Volatility: A Critique of Standard Beta Estimation and a Simple Way Forward
by Chris Tofallis
- 1109.4399 Employment, unemployment and real economic growth
by Ivan Kitov & Oleg Kitov
- 1109.4383 Okun's law revisited. Is there structural unemployment in developed countries?
by Ivan O. Kitov
- 1109.4372 Analysis of the trends in the index of the Dow Jones Industrial Average (DJIA) of the New York Stock Exchange (NYSE)
by Caglar Tuncay
- 1109.4259 A semi-Markov model with memory for price changes
by Guglielmo D'Amico & Filippo Petroni
- 1109.4032 Error estimates for finite difference approximations of American put option price
by David v{S}iv{s}ka
- 1109.3908 Forward Exponential Performances: Pricing and Optimal Risk Sharing
by Michail Anthropelos
- 1109.3893 Concave Generalized Flows with Applications to Market Equilibria
by Laszlo A. Vegh
- 1109.3488 Using MOEAs To Outperform Stock Benchmarks In The Presence of Typical Investment Constraints
by Andrew Clark & Jeff Kenyon
- 1109.3069 Directional Variance Adjustment: improving covariance estimates for high-dimensional portfolio optimization
by Daniel Bartz & Kerr Hatrick & Christian W. Hesse & Klaus-Robert Muller & Steven Lemm
- 1109.2945 Portfolio Optimization under Convex Incentive Schemes
by Maxim Bichuch & Stephan Sturm
- 1109.2884 Properties of Doubly Stochastic Poisson Process with affine intensity
by Alan De Genaro Dario & Adilson Simonis
- 1109.2803 The bounds of heavy-tailed return distributions in evolving complex networks
by Jo~ao P. da Cruz & Pedro G. Lind
- 1109.2631 Optimal trade execution and price manipulation in order books with time-varying liquidity
by Antje Fruth & Torsten Schoeneborn & Mikhail Urusov
- 1109.2557 Numerical integration of Heath-Jarrow-Morton model of interest rates
by M. Krivko & M. V. Tretyakov
- 1109.2327 The efficient index hypothesis and its implications in the BSM model
by Vladimir Vovk
- 1109.2076 Escalation, timing and severity of insurgent and terrorist events: Toward a unified theory of future threats
by Neil F. Johnson
- 1109.1751 Time-Consistent Actuarial Valuations
by Antoon Pelsser
- 1109.1749 Time-Consistent and Market-Consistent Evaluations
by Mitja Stadje & Antoon Pelsser
- 1109.1272 Large Portfolio Asymptotics for Loss From Default
by Kay Giesecke & Konstantinos Spiliopoulos & Richard B. Sowers & Justin A. Sirignano
- 1109.1256 Diversification Return, Portfolio Rebalancing, and the Commodity Return Puzzle
by Scott Willenbrock
- 1109.1213 Heterogeneity, correlations and financial contagion
by Fabio Caccioli & Thomas A. Catanach & J. Doyne Farmer
- 1109.1167 Collective behavior in financial market
by Thomas Kau^e Dal'Maso Peron & Francisco Aparecido Rodrigues
- 1109.1075 Existence, uniqueness, and global regularity for degenerate elliptic obstacle problems in mathematical finance
by Panagiota Daskalopoulos & Paul M. N. Feehan
- 1109.0897 Optimal Capital Structure with Scale Effects under Spectrally Negative Levy Models
by Budhi Arta Surya & Kazutoshi Yamazaki
- 1109.0891 Statistical ensembles for money and debt
by Stefano Viaggiu & Andrea Lionetto & Leonardo Bargigli & Michele Longo
- 1109.0828 The Product Life Cycle of Durable Goods
by Joachim Kaldasch
- 1109.0738 Pricing Derivatives on Multiscale Diffusions: an Eigenfunction Expansion Approach
by Matthew Lorig
- 1109.0706 Losing money with a high Sharpe ratio
by Vladimir Vovk
- 1109.0642 Pruning a Minimum Spanning Tree
by Leonidas Sandoval Junior
- 1109.0606 From microscopic taxation and redistribution models to macroscopic income distributions
by Maria Letizia Bertotti & Giovanni Modanese
- 1109.0465 Dynamical Hurst exponent as a tool to monitor unstable periods in financial time series
by Raffaello Morales & T. Di Matteo & Ruggero Gramatica & Tomaso Aste
- 1109.0435 The string prediction models as an invariants of time series in forex market
by Richard Pincak & Marian Repasan
- 1109.0119 Individual impact of agent actions in financial markets
by Alex J. Bladon & Esteban Moro & Tobias Galla
- 1108.5946 Factorial Moments in Complex Systems
by Laurent Schoeffel
- 1108.5940 Asymptotically optimal discretization of hedging strategies with jumps
by Mathieu Rosenbaum & Peter Tankov
- 1108.5725 Entropy and equilibrium state of free market models
by J. R. Iglesias & R. M. C. de Almeida
- 1108.5596 Intermittency in Quantitative Finance
by Laurent Schoeffel
- 1108.5560 Living on the multi-dimensional edge: seeking hidden risks using regular variation
by Bikramjit Das & Abhimanyu Mitra & Sidney Resnick
- 1108.5264 A Mean-Reverting SDE on Correlation matrices
by Abdelkoddousse Ahdida & Aur'elien Alfonsi
- 1108.5098 Default risk modeling beyond the first-passage approximation: Position-dependent killing
by Yuri A. Katz
- 1108.4886 Identifying the Free Boundary of a Stochastic, Irreversible Investment Problem via the Bank-El Karoui Representation Theorem
by Maria B. Chiarolla & Giorgio Ferrari
- 1108.4393 Pricing Variable Annuity Contracts with High-Water Mark Feature
by V. M. Belyaev
- 1108.4258 Eigenvector dynamics: theory and some applications
by Romain Allez & Jean-Philippe Bouchaud
- 1108.4113 Probability-free pricing of adjusted American lookbacks
by A. Philip Dawid & Steven de Rooij & Peter Grunwald & Wouter M. Koolen & Glenn Shafer & Alexander Shen & Nikolai Vereshchagin & Vladimir Vovk
- 1108.4102 Portfolios and the market geometry
by Samuel Eleut'erio & Tanya Ara'ujo & R. Vilela Mendes
- 1108.3998 Large deviations and stochastic volatility with jumps: asymptotic implied volatility for affine models
by Antoine Jacquier & Martin Keller-Ressel & Aleksandar Mijatovic
- 1108.3552 Estimation in Functional Regression for General Exponential Families
by Winston Wei Dou & David Pollard & Harrison H. Zhou
- 1108.3386 Small-time expansions for local jump-diffusion models with infinite jump activity
by Jos'e E. Figueroa-L'opez & Yankeng Luo & Cheng Ouyang
- 1108.3155 About the non-random Content of Financial Markets
by Laurent Schoeffel
- 1108.2937 Statistical Methods for Estimating the non-random Content of Financial Markets
by Laurent Schoeffel
- 1108.2889 Additive habits with power utility: Estimates, asymptotics and equilibrium
by Roman Muraviev
- 1108.2623 Initial Enlargement in a Markov chain market model
by Dario Gasbarra & Jos'e Igor Morlanes & Esko Valkeila
- 1108.2611 Time-Bridge Estimators of Integrated Variance
by A. Saichev & D. Sornette
- 1108.2305 Permit Allocation in Emissions Trading using the Boltzmann Distribution
by Ji-Won Park & Chae Un Kim & Walter Isard
- 1108.1951 How much multifractality is included in monofractal signals?
by Dariusz Grech & Grzegorz Pamula
- 1108.1910 American and Bermudan options in currency markets under proportional transaction costs
by Alet Roux & Tomasz Zastawniak
- 1108.1688 Fast resolution of a single factor Heath-Jarrow-Morton model with stochastic volatility
by Eusebio Valero & Manuel Torrealba & Lucas Lacasa & Franc{c}ois Fraysse
- 1108.1632 Why is order flow so persistent?
by Bence Toth & Imon Palit & Fabrizio Lillo & J. Doyne Farmer
- 1108.1273 Convex risk measures for good deal bounds
by Takuji Arai & Masaaki Fukasawa
- 1108.1216 Computation of copulas by Fourier methods
by Antonis Papapantoleon
- 1108.1167 Transaction Costs, Trading Volume, and the Liquidity Premium
by Stefan Gerhold & Paolo Guasoni & Johannes Muhle-Karbe & Walter Schachermayer
- 1108.1133 Default and Systemic Risk in Equilibrium
by Agostino Capponi & Martin Larsson
- 1108.1035 On traveling wave solutions to Hamilton-Jacobi-Bellman equation with inequality constraints
by Naoyuki Ishimura & Daniel Sevcovic
- 1108.0996 Mean--variance portfolio optimization when means and covariances are unknown
by Tze Leung Lai & Haipeng Xing & Zehao Chen
- 1108.0945 On the closure in the Emery topology of semimartingale wealth-process sets
by Constantinos Kardaras
- 1108.0837 Constructing the Best Trading Strategy: A New General Framework
by Philip Z. Maymin & Zakhar G. Maymin
- 1108.0799 Ito calculus without probability in idealized financial markets
by Vladimir Vovk
- 1108.0719 On martingale measures and pricing for continuous bond-stock market with stochastic bond
by Nikolai Dokuchaev
- 1108.0386 Multiplicative Asset Exchange with Arbitrary Return Distributions
by Cristian F. Moukarzel
- 1108.0188 Second-Order, Dissipative T\^atonnement: Economic Interpretation and 2-Point Limit Cycles
by Eric Kemp-Benedict
- 1108.0099 A Stable and Robust Calibration Scheme of the Log-Periodic Power Law Model
by Vladimir Filimonov & Didier Sornette
- 1108.0077 Detection of Crashes and Rebounds in Major Equity Markets
by Wanfeng Yan & Reda Rebib & Ryan Woodard & Didier Sornette
- 1107.5852 Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption
by Oleksii Mostovyi
- 1107.5728 The network of global corporate control
by Stefania Vitali & James B. Glattfelder & Stefano Battiston
- 1107.5720 An algorithm for calculating the set of superhedging portfolios in markets with transaction costs
by Andreas Lohne & Birgit Rudloff
- 1107.5420 Recurrence Quantification Analysis of Financial Market Crashes and Crises
by Oleksandr Piskun & Sergii Piskun
- 1107.5373 Econophysics: Bridges over a Turbulent Current
by Shu-Heng Chen & Sai-Ping Li
- 1107.5122 Spontaneous symmetry breaking of arbitrage
by Jaehyung Choi
- 1107.4881 A note on essential smoothness in the Heston model
by Martin Forde & Antoine Jacquier & Aleksandar Mijatovic
- 1107.4632 From Smile Asymptotics to Market Risk Measures
by Ronnie Sircar & Stephan Sturm
- 1107.4476 The effect of round-off error on long memory processes
by Gabriele La Spada & Fabrizio Lillo
- 1107.4210 Investment/consumption problem in illiquid markets with regime-switching
by Paul Gassiat & Fausto Gozzi & Huy^en Pham
- 1107.4146 A Map of the Brazilian Stock Market
by Leonidas Sandoval Junior
- 1107.3942 Identification of clusters of investors from their real trading activity in a financial market
by Michele Tumminello & Fabrizio Lillo & Jyrki Piilo & Rosario N. Mantegna
- 1107.3456 Exploring complex networks via topological embedding on surfaces
by Tomaso Aste & Ruggero Gramatica & T. Di Matteo
- 1107.3364 Models for the impact of all order book events
by Zoltan Eisler & Jean-Philippe Bouchaud & Julien Kockelkoren
- 1107.3293 On the Representation of General Interest Rate Models as Square Integrable Wiener Functionals
by Lane P. Hughston & Francesco Mina
- 1107.3287 On the Zipf strategy for short-term investments in WIG20 futures
by B. Bieda & P. Chodorowski & D. Grech
- 1107.3171 Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model
by Didier Sornette & Ryan Woodard & Wanfeng Yan & Wei-Xing Zhou
- 1107.3095 Keynesian Economics After All
by A. Johansen & I. Simonsen
- 1107.2988 Robust maximization of asymptotic growth under covariance uncertainty
by Erhan Bayraktar & Yu-Jui Huang
- 1107.2748 The explicit Laplace transform for the Wishart process
by Alessandro Gnoatto & Martino Grasselli
- 1107.2716 Stability of exponential utility maximization with respect to market perturbations
by Erhan Bayraktar & Ross Kravitz
- 1107.2562 Quantum Financial Economics - Risk and Returns
by Carlos Pedro Gonc{c}alves
- 1107.2346 Parrondo-like behavior in continuous-time random walks with memory
by Miquel Montero
- 1107.2164 KISS approach to credit portfolio modeling
by Mikhail Voropaev
- 1107.1895 On Investment-Consumption with Regime-Switching
by Traian A. Pirvu & Huayue Zhang
- 1107.1834 Implied Volatility Surface: Construction Methodologies and Characteristics
by Cristian Homescu
- 1107.1831 Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance
by Cristian Homescu
- 1107.1787 An Optimal Execution Problem with a Geometric Ornstein-Uhlenbeck Price Process
by Takashi Kato
- 1107.1617 On optimal investment for a behavioural investor in multiperiod incomplete market models
by Laurence Carassus & Miklos Rasonyi
- 1107.1607 Path properties and regularity of affine processes on general state spaces
by Christa Cuchiero & Josef Teichmann
- 1107.1451 Multiplicative noise, fast convolution, and pricing
by Giacomo Bormetti & Sofia Cazzaniga
- 1107.1380 Quantifying mortality risk in small defined-benefit pension schemes
by Catherine Donnelly
- 1107.1174 Scaling properties and universality of first-passage time probabilities in financial markets
by Josep Perell'o & Mario Guti'errez-Roig & Jaume Masoliver
- 1107.1078 Finance Without Probabilistic Prior Assumptions
by Frank Riedel
- 1107.0839 Efficiency and Equilibria in Games of Optimal Derivative Design
by Ulrich Horst & Santiago Moreno-Bromberg
- 1107.0838 Role of Diversification Risk in Financial Bubbles
by Wanfeng Yan & Ryan Woodard & Didier Sornette
- 1107.0480 The Second Wave of the Global Crisis? A Log-Periodic Oscillation Analysis of Commodity Price Series
by Askar Akaev & Alexei Fomin & Andrey Korotayev
- 1107.0237 Team Decision Problems with Classical and Quantum Signals
by Adam Brandenburger & Pierfrancesco La Mura
- 1107.0190 The Stability of the Constrained Utility Maximization Problem - A BSDE Approach
by Markus Mocha & Nicholas Westray
- 1107.0183 BSDEs in Utility Maximization with BMO Market Price of Risk
by Christoph Frei & Markus Mocha & Nicholas Westray
- 1107.0170 Revenue diversification in emerging market banks: implications for financial performance
by Saoussen Ben Gamra & Dominique Plihon
- 1107.0164 One-year reserve risk including a tail factor: closed formula and bootstrap approaches
by Alexandre Boumezoued & Yoboua Angoua & Laurent Devineau & Jean-Philippe Boisseau
- 1107.0036 Can We Learn to Beat the Best Stock
by A. Borodin & R. El-Yaniv & V. Gogan
- 1106.6300 Stock Price Processes with Infinite Source Poisson Agents
by Mine Caglar
- 1106.6102 Tight Approximations of Dynamic Risk Measures
by Dan A. Iancu & Marek Petrik & Dharmashankar Subramanian
- 1106.5929 Model-independent Bounds for Option Prices: A Mass Transport Approach
by Mathias Beiglbock & Pierre Henry-Labord`ere & Friedrich Penkner
- 1106.5913 Renyi's information transfer between financial time series
by Petr Jizba & Hagen Kleinert & Mohammad Shefaat
- 1106.5706 Theory of Information Pricing
by Dorje C. Brody & Yan Tai Law
- 1106.5274 Endogenous Bubbles in Derivatives Markets: The Risk Neutral Valuation Paradox
by Alessandro Fiori Maccioni
- 1106.5242 High Dimensional Sparse Econometric Models: An Introduction
by Alexandre Belloni & Victor Chernozhukov
- 1106.5143 The path integral representation kernel of evolution operator in Merton-Garman model
by L. F. Blazhyevskyi & V. S. Yanishevsky
- 1106.5081 A Stochastic Model for the Analysis of Demographic Risk in Pay-As-You-Go Pension Funds
by Alessandro Fiori Maccioni
- 1106.5040 Optimal High Frequency Trading with limit and market orders
by Fabien Guilbaud & Huyen Pham
- 1106.4957 Maximum entropy distribution of stock price fluctuations
by Rosario Bartiromo
- 1106.4730 Multilevel Monte Carlo method for jump-diffusion SDEs
by Yuan Xia
- 1106.4710 Proportionate vs disproportionate distribution of wealth of two individuals in a tempered Paretian ensemble
by G. Oshanin & Yu. Holovatch & G. Schehr
- 1106.4509 Machine Learning Markets
by Amos Storkey
- 1106.4502 Chaos structures. Multicurrency adviser on the basis of NSW model and social-financial nets
by A. M. Avdeenko
- 1106.3921 Dynamic Large Spatial Covariance Matrix Estimation in Application to Semiparametric Model Construction via Variable Clustering: the SCE approach
by Song Song
- 1106.3915 Large Vector Auto Regressions
by Song Song & Peter J. Bickel
- 1106.3562 Geometric Allocation Approach for Transition Kernel of Markov Chain
by Hidemaro Suwa & Synge Todo
- 1106.3543 A model of coopetitive game and the Greek crisis
by David Carf'i & Daniele Schilir'o
- 1106.3496 Impact of the first to default time on Bilateral CVA
by Damiano Brigo & Cristin Buescu & Massimo Morini
- 1106.3455 Applications of a constrained mechanics methodology in economics
by Jitka Janov'a
- 1106.3279 Optimal Portfolio Liquidation with Limit Orders
by Olivier Gu'eant & Charles-Albert Lehalle & Joaquin Fernandez Tapia
- 1106.3273 A Quasi-Sure Approach to the Control of Non-Markovian Stochastic Differential Equations
by Marcel Nutz
- 1106.3025 Market selection with learning and catching up with the Joneses
by Roman Muraviev
- 1106.3016 Goodness-of-Fit tests with Dependent Observations
by Remy Chicheportiche & Jean-Philippe Bouchaud
- 1106.3006 Exponential utility with non-negative consumption
by Roman Muraviev
- 1106.2980 Additive habit formation: Consumption in incomplete markets with random endowments
by Roman Muraviev
- 1106.2882 Learning, investments and derivatives
by Andrei N. Soklakov
- 1106.2791 Distortion risk measures for sums of dependent losses
by Brahim Brahimi & Djamel Meraghni & Abdelhakim Necir
- 1106.2781 Optimal Dividend Payments for the Piecewise-Deterministic Poisson Risk Model
by Runhuan Feng & Hans Volkmer & Shuaiqi Zhang & Chao Zhu
- 1106.2685 Agent based reasoning for the non-linear stochastic models of long-range memory
by Aleksejus Kononovicius & Vygintas Gontis
- 1106.2601 Knowledge Dispersion Index for Measuring Intellectual Capital
by Vikram Dhillon
- 1106.2478 Calibration of Chaotic Models for Interest Rates
by Matheus R Grasselli & Tsunehiro Tsujimoto
- 1106.2342 Archimedean Survival Processes
by Edward Hoyle & Levent Ali Menguturk
- 1106.2095 Duality and Convergence for Binomial Markets with Friction
by Yan Dolinsky & Halil Mete Soner
- 1106.1999 Pricing of average strike Asian call option using numerical PDE methods
by Abhishek Kumar & Ashwin Waikos & Siddhartha P. Chakrabarty
- 1106.1774 Fibrations of financial events
by David Carf{i}
- 1106.1702 CRRA Utility Maximization under Risk Constraints
by Santiago Moreno-Bromberg & Traian Pirvu & Anthony R'eveillac
- 1106.1577 Market efficiency, anticipation and the formation of bubbles-crashes
by Serge Galam
- 1106.1415 Financial factor influence on scaling and memory of trading volume in stock market
by Wei Li & Fengzhong Wang & Shlomo Havlin & H. Eugene Stanley
- 1106.1401 Volatility of Power Grids under Real-Time Pricing
by Mardavij Roozbehani & Munther A Dahleh & Sanjoy K Mitter
- 1106.1395 Utility based pricing and hedging of jump diffusion processes with a view to applications
by Jochen Zahn
- 1106.0866 Efficient and accurate log-L\'evy approximations to L\'evy driven LIBOR models
by Antonis Papapantoleon & John Schoenmakers & David Skovmand
- 1106.0562 Financial Lie groups
by David carf'i
- 1106.0390 Asymmetric random matrices: What do we need them for?
by Stanislaw Drozdz & Jaroslaw Kwapien & Andreas A. Ioannides
- 1106.0296 The Emergence of Leadership in Social Networks
by T. Clemson & T. S. Evans
- 1106.0123 Analytical Approximation for Non-linear FBSDEs with Perturbation Scheme
by Masaaki Fujii & Akihiko Takahashi
- 1106.0039 The near-extreme density of intraday log-returns
by Mauro Politi & Nicolas Millot & Anirban Chakraborti
- 1106.0020 Comparison of Two Numerical Methods for Computation of American Type of the Floating Strike Asian Option
by J. D. Kandilarov & D. Sevcovic
- 1105.6272 Life time of correlation between stocks prices on established and emerging markets
by Andrzej Buda
- 1105.6265 Hierarchical structure in phonographic market
by Andrzej Buda
- 1105.6154 Conditional Quantile Processes based on Series or Many Regressors
by Alexandre Belloni & Victor Chernozhukov & Denis Chetverikov & Iv'an Fern'andez-Val
- 1105.5954 Penalty Methods for the Solution of Discrete HJB Equations -- Continuous Control and Obstacle Problems
by Jan Hendrik Witte & Christoph Reisinger
- 1105.5891 The "S" Curve Relationship between Export Diversity and Economic Size of Countries
by Lunchao Hu & Kailan Tian & Xin Wang & Jiang Zhang
- 1105.5850 Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts
by Gareth W. Peters & Mark Briers & Pavel V. Shevchenko & Arnaud Doucet
- 1105.5717 Is there a bubble in LinkedIn's stock price?
by Robert Jarrow & Younes Kchia & Philip Protter
- 1105.5503 Pricing, liquidity and the control of dynamic systems in finance and economics
by Geoff Willis
- 1105.5439 Adding to the Regulator's Toolbox: Integration and Extension of Two Leading Market Models
by Brian Tivnan & Matthew Koehler & Matthew McMahon & Matthew Olson & Neal Rothleder & Rajani Shenoy
- 1105.5416 Analytic results and weighted Monte Carlo simulations for CDO pricing
by Marcell Stippinger & B'alint VetH{o} & 'Eva R'acz & Zsolt Bihary
- 1105.5082 Erratum for: Smile dynamics -- a theory of the implied leverage effect
by Stefano Ciliberti & Jean-Philippe Bouchaud & Marc Potters
- 1105.4789 Stochastic Price Dynamics Implied By the Limit Order Book
by Alex Langnau & Yanko Punchev
- 1105.4567 Fourier Transform Methods for Regime-Switching Jump-Diffusions and the Pricing of Forward Starting Options
by Alessandro Ramponi
- 1105.4519 State-Observation Sampling and the Econometrics of Learning Models
by Laurent E. Calvet & Veronika Czellar
- 1105.3918 A note on a paper by Wong and Heyde
by Aleksandar Mijatovi'c & Mikhail Urusov
- 1105.3594 Portfolio selection problems in practice: a comparison between linear and quadratic optimization models
by Francesco Cesarone & Andrea Scozzari & Fabio Tardella
- 1105.3359 Asymptotic Expansion for the Normal Implied Volatility in Local Volatility Models
by Viorel Costeanu & Dan Pirjol
- 1105.3297 Exact Simulation of the 3/2 Model
by Jan Baldeaux
- 1105.3228 The formation of share market prices under heterogeneous beliefs and common knowledge
by Yuri Biondi & Pierpaolo Giannoccolo & Serge Galam
- 1105.3180 The small-maturity smile for exponential Levy models
by Jose E. Figueroa-Lopez & Martin Forde
- 1105.3115 Dealing with the Inventory Risk. A solution to the market making problem
by Olivier Gu'eant & Charles-Albert Lehalle & Joaquin Fernandez Tapia
- 1105.2968 Banking retail consumer finance data generator - credit scoring data repository
by Karol Przanowski
- 1105.2956 Adjusted Closing Prices
by Vic Norton
- 1105.2900 Dialectical Roots for Interest Prohibition Theory
by Jan Aldert Bergstra
- 1105.2414 Impact of heterogenous prior beliefs and disclosed insider trades
by Fuzhou Gong & Hong Liu
- 1105.2123 The Bowley Ratio
by Geoff Willis
- 1105.2122 Why Money Trickles Up - Wealth & Income Distributions
by Geoff Willis
- 1105.1814 A Contextual Risk Model for the Ellsberg Paradox
by Diederik Aerts & Sandro Sozzo
- 1105.1812 Contextual Risk and Its Relevance in Economics
by Diederik Aerts & Sandro Sozzo
- 1105.1767 A projected gradient dynamical system modeling the dynamics of bargaining
by D. Pinheiro & A. A. Pinto & S. Z. Xanthopoulos & A. N. Yannacopoulos
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