Quantitative Finance May 2008

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arXiv:0805.0122 </a> [<a href="/pdf/0805.0122" title="Download PDF" id="pdf-0805.0122" aria-labelledby="pdf-0805.0122">pdf</a>, <a href="/format/0805.0122" title="Other formats" id="oth-0805.0122" aria-labelledby="oth-0805.0122">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Optimal Robust Mean-Variance Hedging in Incomplete Financial Markets </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Lazrieva,+N">N. Lazrieva</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Toronjadze,+T">T. Toronjadze</a></div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Portfolio Management (q-fin.PM)</span>; Probability (math.PR); Statistics Theory (math.ST); Applications (stat.AP) </div> </div> </dd> <dt> <a name='item2'>[2]</a> <a href ="/abs/0805.0540" title="Abstract" id="0805.0540"> arXiv:0805.0540 </a> [<a href="/pdf/0805.0540" title="Download PDF" id="pdf-0805.0540" aria-labelledby="pdf-0805.0540">pdf</a>, <a href="/format/0805.0540" title="Other formats" id="oth-0805.0540" aria-labelledby="oth-0805.0540">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Probability distribution of returns in the exponential Ornstein-Uhlenbeck model </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Bormetti,+G">Giacomo Bormetti</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Cazzola,+V">Valentina Cazzola</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Montagna,+G">Guido Montagna</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Nicrosini,+O">Oreste Nicrosini</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 26 pages, 9 figures and 3 tables. New section with real data analysis and related references added, some minor typos corrected. Accepted for publication on JSTAT </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> J. Stat. Mech. (2008) P11013 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span>; Statistical Mechanics (cond-mat.stat-mech); Physics and Society (physics.soc-ph); Pricing of Securities (q-fin.PR) </div> </div> </dd> <dt> <a name='item3'>[3]</a> <a href ="/abs/0805.0611" title="Abstract" id="0805.0611"> arXiv:0805.0611 </a> [<a href="/pdf/0805.0611" title="Download PDF" id="pdf-0805.0611" aria-labelledby="pdf-0805.0611">pdf</a>, <a href="/format/0805.0611" title="Other formats" id="oth-0805.0611" aria-labelledby="oth-0805.0611">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Transformation methods for evaluating approximations to the optimal exercise boundary for linear and nonlinear Black-Scholes equations </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Sevcovic,+D">Daniel Sevcovic</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> submitted to: Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Computational Finance (q-fin.CP)</span>; Analysis of PDEs (math.AP); Numerical Analysis (math.NA) </div> </div> </dd> <dt> <a name='item4'>[4]</a> <a href ="/abs/0805.0618" title="Abstract" id="0805.0618"> arXiv:0805.0618 </a> [<a href="/pdf/0805.0618" title="Download PDF" id="pdf-0805.0618" aria-labelledby="pdf-0805.0618">pdf</a>, <a href="/format/0805.0618" title="Other formats" id="oth-0805.0618" aria-labelledby="oth-0805.0618">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Risk Aversion and Portfolio Selection in a Continuous-Time Model </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Xia,+J">Jianming Xia</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> Published in SIAM Journal on Control and Optimization after a major revision </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Portfolio Management (q-fin.PM)</span>; Optimization and Control (math.OC); Probability (math.PR) </div> </div> </dd> <dt> <a name='item5'>[5]</a> <a href ="/abs/0805.0746" title="Abstract" id="0805.0746"> arXiv:0805.0746 </a> [<a href="/pdf/0805.0746" title="Download PDF" id="pdf-0805.0746" aria-labelledby="pdf-0805.0746">pdf</a>, <a href="/format/0805.0746" title="Other formats" id="oth-0805.0746" aria-labelledby="oth-0805.0746">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Market response to external events and interventions in spherical minority games </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Papadopoulos,+P">P. Papadopoulos</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Coolen,+A+C+C">A. C. C. Coolen</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 14 pages LaTeX, 5 (composite) postscript figures, submitted to Journal of Physics A </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Trading and Market Microstructure (q-fin.TR)</span>; Physics and Society (physics.soc-ph) </div> </div> </dd> <dt> <a name='item6'>[6]</a> <a href ="/abs/0805.1353" title="Abstract" id="0805.1353"> arXiv:0805.1353 </a> [<a href="/pdf/0805.1353" title="Download PDF" id="pdf-0805.1353" aria-labelledby="pdf-0805.1353">pdf</a>, <a href="/format/0805.1353" title="Other formats" id="oth-0805.1353" aria-labelledby="oth-0805.1353">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> A model for interevent times with long tails and multifractality in human communications: An application to financial trading </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Perello,+J">J. Perello</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Masoliver,+J">J. Masoliver</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kasprzak,+A">A. Kasprzak</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Kutner,+R">R. Kutner</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 25 pages, 10 colored figures </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Phys. Rev. E 78, 036108 (2008) </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Trading and Market Microstructure (q-fin.TR)</span>; Physics and Society (physics.soc-ph) </div> </div> </dd> <dt> <a name='item7'>[7]</a> <a href ="/abs/0805.2096" title="Abstract" id="0805.2096"> arXiv:0805.2096 </a> [<a href="/pdf/0805.2096" title="Download PDF" id="pdf-0805.2096" aria-labelledby="pdf-0805.2096">pdf</a>, <a href="/format/0805.2096" title="Other formats" id="oth-0805.2096" aria-labelledby="oth-0805.2096">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> GARCH modelling in continuous time for irregularly spaced time series data </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Maller,+R+A">Ross A. Maller</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=M%C3%BCller,+G">Gernot M眉ller</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Szimayer,+A">Alex Szimayer</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> Published in at <a href="http://dx.doi.org/10.3150/07-BEJ6189" rel="external noopener nofollow" class="link-external link-http">this http URL</a> the Bernoulli (<a href="http://isi.cbs.nl/bernoulli/" rel="external noopener nofollow" class="link-external link-http">this http URL</a>) by the International Statistical Institute/Bernoulli Society (<a href="http://isi.cbs.nl/BS/bshome.htm" rel="external noopener nofollow" class="link-external link-http">this http URL</a>) </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Bernoulli 2008, Vol. 14, No. 2, 519-542 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Statistics Theory (math.ST) </div> </div> </dd> <dt> <a name='item8'>[8]</a> <a href ="/abs/0805.2194" title="Abstract" id="0805.2194"> arXiv:0805.2194 </a> [<a href="/pdf/0805.2194" title="Download PDF" id="pdf-0805.2194" aria-labelledby="pdf-0805.2194">pdf</a>, <a href="/format/0805.2194" title="Other formats" id="oth-0805.2194" aria-labelledby="oth-0805.2194">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Scaling and Memory Effect in Volatility Return Interval of the Chinese Stock Market </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Qiu,+T">Tian Qiu</a> (NHU), <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Guo,+L">Liang Guo</a> (ECUST), <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Chen,+G">Guang Chen</a> (NHU)</div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 10 elsart pages including 7 eps figures </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Physics and Society (physics.soc-ph) </div> </div> </dd> <dt> <a name='item9'>[9]</a> <a href ="/abs/0805.2477" title="Abstract" id="0805.2477"> arXiv:0805.2477 </a> [<a href="/pdf/0805.2477" title="Download PDF" id="pdf-0805.2477" aria-labelledby="pdf-0805.2477">pdf</a>, <a href="/format/0805.2477" title="Other formats" id="oth-0805.2477" aria-labelledby="oth-0805.2477">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> The structural role of weak and strong links in a financial market network </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Garas,+A">Antonios Garas</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Argyrakis,+P">Panos Argyrakis</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Havlin,+S">Shlomo Havlin</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> To appear in EPJ-B </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Eur. Phys. J. B 63, 265--271 (2008) </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Physics and Society (physics.soc-ph) </div> </div> </dd> <dt> <a name='item10'>[10]</a> <a href ="/abs/0805.2713" title="Abstract" id="0805.2713"> arXiv:0805.2713 </a> [<a href="/pdf/0805.2713" title="Download PDF" id="pdf-0805.2713" aria-labelledby="pdf-0805.2713">pdf</a>, <a href="/format/0805.2713" title="Other formats" id="oth-0805.2713" aria-labelledby="oth-0805.2713">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Coherence-based multivariate analysis of high frequency stock market values </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Materassi,+D">Donatello Materassi</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Innocenti,+G">Giacomo Innocenti</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 4 pages and 1 figure </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Chaotic Dynamics (nlin.CD) </div> </div> </dd> <dt> <a name='item11'>[11]</a> <a href ="/abs/0805.2792" title="Abstract" id="0805.2792"> arXiv:0805.2792 </a> [<a href="/pdf/0805.2792" title="Download PDF" id="pdf-0805.2792" aria-labelledby="pdf-0805.2792">pdf</a>, <a href="/format/0805.2792" title="Other formats" id="oth-0805.2792" aria-labelledby="oth-0805.2792">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Productivity Dispersion: Facts, Theory, and Implications </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Aoyama,+H">Hideaki Aoyama</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Yoshikawa,+H">Hiroshi Yoshikawa</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Iyetomi,+H">Hiroshi Iyetomi</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Fujiwara,+Y">Yoshi Fujiwara</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 29 pages, 12 eps figures, in AER format </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Finance (q-fin.GN)</span>; Statistical Mechanics (cond-mat.stat-mech); Data Analysis, Statistics and Probability (physics.data-an); Physics and Society (physics.soc-ph); Statistical Finance (q-fin.ST) </div> </div> </dd> <dt> <a name='item12'>[12]</a> <a href ="/abs/0805.3071" title="Abstract" id="0805.3071"> arXiv:0805.3071 </a> [<a href="/pdf/0805.3071" title="Download PDF" id="pdf-0805.3071" aria-labelledby="pdf-0805.3071">pdf</a>, <a href="/format/0805.3071" title="Other formats" id="oth-0805.3071" aria-labelledby="oth-0805.3071">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Convergence and cluster structures in EU area according to fluctuations in macroeconomic indices </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gligor,+M">Mircea Gligor</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Ausloos,+M">Marcel Ausloos</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 31 pages, 57 references,4 Tables, 7 figures; submitted to J. Economic Integration </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> Journal of Economic Integration 23 (2008) 297-330 </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">General Finance (q-fin.GN)</span>; Physics and Society (physics.soc-ph); Statistical Finance (q-fin.ST) </div> </div> </dd> <dt> <a name='item13'>[13]</a> <a href ="/abs/0805.3129" title="Abstract" id="0805.3129"> arXiv:0805.3129 </a> [<a href="/pdf/0805.3129" title="Download PDF" id="pdf-0805.3129" aria-labelledby="pdf-0805.3129">pdf</a>, <a href="/format/0805.3129" title="Other formats" id="oth-0805.3129" aria-labelledby="oth-0805.3129">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Deterministic definition of the capital risk </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Szczypinska,+A">Anna Szczypinska</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Piotrowski,+E+W">Edward W. Piotrowski</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 9 pages, </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Risk Management (q-fin.RM)</span>; Data Analysis, Statistics and Probability (physics.data-an); Physics and Society (physics.soc-ph) </div> </div> </dd> <dt> <a name='item14'>[14]</a> <a href ="/abs/0805.3213" title="Abstract" id="0805.3213"> arXiv:0805.3213 </a> [<a href="/pdf/0805.3213" title="Download PDF" id="pdf-0805.3213" aria-labelledby="pdf-0805.3213">pdf</a>, <a href="/format/0805.3213" title="Other formats" id="oth-0805.3213" aria-labelledby="oth-0805.3213">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Using self-similarity and renormalization group to analyze time series </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Arcioni,+G">Giovanni Arcioni</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 16 pages, 9 tables </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Statistical Mechanics (cond-mat.stat-mech); High Energy Physics - Theory (hep-th) </div> </div> </dd> <dt> <a name='item15'>[15]</a> <a href ="/abs/0805.3397" title="Abstract" id="0805.3397"> arXiv:0805.3397 </a> [<a href="/pdf/0805.3397" title="Download PDF" id="pdf-0805.3397" aria-labelledby="pdf-0805.3397">pdf</a>, <a href="/format/0805.3397" title="Other formats" id="oth-0805.3397" aria-labelledby="oth-0805.3397">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> How to quantify the influence of correlations on investment diversification </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Medo,+M">Matus Medo</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Yeung,+C+H">Chi Ho Yeung</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zhang,+Y">Yi-Cheng Zhang</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 14 pages, 4 figures </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> International Review of Financial Analysis 18, 34-39 (2009) </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Portfolio Management (q-fin.PM)</span>; Physics and Society (physics.soc-ph) </div> </div> </dd> <dt> <a name='item16'>[16]</a> <a href ="/abs/0805.3470" title="Abstract" id="0805.3470"> arXiv:0805.3470 </a> [<a href="/pdf/0805.3470" title="Download PDF" id="pdf-0805.3470" aria-labelledby="pdf-0805.3470">pdf</a>, <a href="/format/0805.3470" title="Other formats" id="oth-0805.3470" aria-labelledby="oth-0805.3470">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Topological structures in the equities market network </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Leibon,+G">Greg Leibon</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Pauls,+S+D">Scott D. Pauls</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Rockmore,+D+N">Daniel N. Rockmore</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Savell,+R">Robert Savell</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 17 pages, 4 figures, 3 tables </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Pricing of Securities (q-fin.PR)</span>; Data Analysis, Statistics and Probability (physics.data-an); Physics and Society (physics.soc-ph) </div> </div> </dd> <dt> <a name='item17'>[17]</a> <a href ="/abs/0805.3593" title="Abstract" id="0805.3593"> arXiv:0805.3593 </a> [<a href="/pdf/0805.3593" title="Download PDF" id="pdf-0805.3593" aria-labelledby="pdf-0805.3593">pdf</a>, <a href="/format/0805.3593" title="Other formats" id="oth-0805.3593" aria-labelledby="oth-0805.3593">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> On the probability distribution of stock returns in the Mike-Farmer model </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Gu,+G">Gao-Feng Gu</a> (ECUST), <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Zhou,+W">Wei-Xing Zhou</a> (ECUST)</div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> 16 Elsart pages including 1 table and 5 figures </div> <div class='list-journal-ref'><span class='descriptor'>Journal-ref:</span> European Physical Journal B 67(4), 585-592 (2009) </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Statistical Finance (q-fin.ST)</span>; Physics and Society (physics.soc-ph) </div> </div> </dd> <dt> <a name='item18'>[18]</a> <a href ="/abs/0805.3981" title="Abstract" id="0805.3981"> arXiv:0805.3981 </a> [<a href="/pdf/0805.3981" title="Download PDF" id="pdf-0805.3981" aria-labelledby="pdf-0805.3981">pdf</a>, <a href="/format/0805.3981" title="Other formats" id="oth-0805.3981" aria-labelledby="oth-0805.3981">other</a>] </dt> <dd> <div class='meta'> <div class='list-title mathjax'><span class='descriptor'>Title:</span> Optimal Investment Strategy to Minimize Occupation Time </div> <div class='list-authors'><a href="https://arxiv.org/search/q-fin?searchtype=author&query=Bayraktar,+E">Erhan Bayraktar</a>, <a href="https://arxiv.org/search/q-fin?searchtype=author&query=Young,+V+R">Virginia R. Young</a></div> <div class='list-comments mathjax'><span class='descriptor'>Comments:</span> Occupation time, optimal investment, stochastic control, free-boundary problem </div> <div class='list-subjects'><span class='descriptor'>Subjects:</span> <span class="primary-subject">Portfolio Management (q-fin.PM)</span>; Optimization and Control (math.OC); Probability (math.PR) </div> </div> </dd> </dl> <div class='paging'>Total of 18 entries </div> <div class='morefewer'>Showing up to 50 entries per page: <a href=/list/q-fin/2008-05?skip=0&show=25 rel="nofollow"> fewer</a> | <span style="color: #454545">more</span> | <span style="color: #454545">all</span> </div> </div> </div> </div> </main> <footer style="clear: both;"> <div class="columns is-desktop" role="navigation" aria-label="Secondary" style="margin: -0.75em -0.75em 0.75em -0.75em">  <div class="column" style="padding: 0;"> <div class="columns"> <div class="column"> <ul style="list-style: none; line-height: 2;"> <li><a href="https://info.arxiv.org/about">About</a></li> <li><a href="https://info.arxiv.org/help">Help</a></li> </ul> </div> <div class="column"> <ul style="list-style: none; 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Quantitative Finance May 2008