Dynamics of Investor Spanning Trees Around Dot-Com Bubble....
We identify temporal investor networks for Nokia stock by constructing networks from correlations between investor-specific net-volumes and analyze changes in the networks around dot-com bubble. We...
View ArticleOptimum thresholding using mean and conditional mean square error....
We consider a univariate semimartingale model for (the logarithm of) an asset price, containing jumps having possibly infinite activity (IA). The nonparametric threshold estimator of the integrated...
View ArticleOptimal placement of a small order in a diffusive limit order book....
We study the optimal placement problem of a stock trader who wishes to clear his/her inventory by a predetermined time horizon t, by using a limit order or a market order. For a diffusive market, we...
View ArticleValuation of a Bermudan DB underpin hybrid pension benefit....
In this paper we consider three types of embedded options in pension benefit design. read more...
View ArticleReframing Organizations: Artistry, Choice, and Leadership, 6th Edition
Reframing Organizations provides time-tested guidance for more effective organizational leadership. Rooted in decades of social science research across multiple disciplines, Bolman and Deal's...
View ArticleWhat's Wrong with Damn Near Everything!: How the Collapse of Core Values Is...
The Pitbull of Personal Development® Takes on Damn Near Everything!read more...
View ArticleStarting and Managing a Nonprofit Organization: A Legal Guide, 7th Edition
Starting and Managing a Nonprofit Organization is written to help anyone who's just getting their toes wet in the sector get up to speed on the critical information needed to protect their nonprofit's...
View ArticleThe Clientâs Perception Is Our Reality â My Take on the Customer...
Steven OâHanlon, Numerix CEOread more...
View ArticleqBitcoin. (arXiv:1708.04955v1 [q-fin.GN])
A decentralized online quantum cash system, called qBitcoin, is given. We design the system which has great benefits of quantization in the following sense. Firstly, quantum teleportation technology is...
View ArticleNew Market Creation via Innovation: A Study on Tata Nano. (arXiv:1708.04952v1...
This research paper focuses on how innovations support new market creation emerging from latent opportunities for low-income group. It also emphasizes on novel strategies that can be implemented for...
View ArticleMartingale Benamou--Brenier: a probabilistic perspective. (arXiv:1708.04869v1...
In classical optimal transport, the contributions of Benamou-Brenier and McCann regarding the time-dependent version of the problem are cornerstones of the field and form the basis for a variety of...
View ArticlePricing compound and extendible options under mixed fractional Brownian...
This study deals with the problem of pricing compound options when the underlying asset follows a mixed fractional Brownian motion with jumps. An analytic formula for compound options is derived under...
View ArticleGeneralizations of Szpilrajn's Theorem in economic and game theories....
Szpilrajn's Lemma entails that each partial order extends to a linear order. Dushnik and Miller use Szpilrajn's Lemma to show that each partial order has a relizer. Since then, many authors utilize...
View ArticleReframing Organizations: Artistry, Choice, and Leadership, 6th Edition
Reframing Organizations provides time-tested guidance for more effective organizational leadership. Rooted in decades of social science research across multiple disciplines, Bolman and Deal's...
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The âreverse ICOâ: How existing businesses will start tokenizing
The âreverse ICOâ: How existing businesses will start tokenizing https://t.co/haV3GbFM9o #blockchain â moneyscience (@moneyscience) August 17, 2017
View ArticleFederal Court Orders Jeffrey Slemmer, Christian Dorrian, Adam Roth, and Their...
The U.S. Commodity Futures Trading Commission (CFTC) today issued an Order filing and settling charges against Copersucar Trading A.V.V. (Copersucar), an Aruban corporation and a subsidiary of...
View ArticleHow many paths to simulate correlated Brownian motions?. (arXiv:1708.05352v1...
We provide an explicit formula giving the optimal number of paths needed to simulate two correlated Brownian motions.
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