Report NEP-CMP-2003-05-08This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- Joshua V. Rosenberg, 2003. "Nonparametric pricing of multivariate contingent claims," Staff Reports, Federal Reserve Bank of New York 162, Federal Reserve Bank of New York.