NEP-CMP-2003-05-15

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Report NEP-CMP-2003-05-15

This 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.

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Other reports in NEP-CMP

The following items were anounced in this report:

Haemers, W.H. & Fiala, N.C., 2003. "5-Chromatic strongly regular graphs," Discussion Paper 45, Tilburg University, Center for Economic Research. [Downloadable!]
Rasmussen, Nicki Søndergaard, 2002. "Improving the Least-Squares Monte-Carlo Approach," Finance Working Papers 02-18, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
Rasmussen, Nicki Søndergaard, 2002. "Finite Difference Computation of State-Prices in Term Structure Models: with Applications to Calibration and MBS Analysis," Finance Working Papers 02-16, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]
Paulo M. M. Rodrigues & A. M. Robert Taylor, 2003. "On Tests for Double Differencing: Some Extensions and the Role of Initial Values," Economic Working Papers at Centro de Estudios Andaluces E2003/23, Centro de Estudios Andaluces. [Downloadable!]
La Torre Davide & Rocca Matteo, 2002. "C 1,1 functions and optimality conditions," Economics and Quantitative Methods qf0208, Department of Economics, University of Insubria. [Downloadable!]
Stefano Maria Iacus & Davide La Torre, 2002. "On fractal distribution function estimation and applications," Departemental Working Papers 2002-07, Department of Economics University of Milan Italy. [Downloadable!]
Omtzigt Pieter & Fachin Stefano, 2002. "Bootstrapping and Bartlett corrections in the cointegrated VAR model," Economics and Quantitative Methods qf0212, Department of Economics, University of Insubria. [Downloadable!]
Rasmussen, Nicki Søndergaard, 2002. "Efficient Control Variates for Monte-Carlo Valuation of American Options," Finance Working Papers 02-17, University of Aarhus, Aarhus School of Business, Department of Business Studies. [Downloadable!]

This page was last updated on 2009-11-8.

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