Report NEP-CMP-2004-06-02This 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:
- Carl Chiarella & Peter Flaschel & Peiyuan Zhu, 2003. "Towards Applied Disequilibrium Growth Theory: IV Numerical Investigations of the Core 18D Model," Working Paper Series 96, Finance Discipline Group, UTS Business School, University of Technology, Sydney.
- Carl Chiarella & Andrew Ziogas, 2004. "McKean's Methods Applied to American Call Options on Jump-Diffusion Processes," Research Paper Series 117, Quantitative Finance Research Centre, University of Technology, Sydney.
- Vermeulen,Dries & Jansen,Mathijs, 2004. "On the computation of stable sets for bimatrix games," Research Memoranda 020, Maastricht : METEOR, Maastricht Research School of Economics of Technology and Organization.
- Angel Víctor de Miguel & Francisco J. Nogales, 2004. "On The Relationship Between Bilevel Decomposition Algorithms And Direct Interior-Point Methods," Statistics and Econometrics Working Papers ws042509, Universidad Carlos III, Departamento de Estadística y Econometría.
- Carl Chiarella & Roberto Dieci & Laura Gardini, 2003. "A Dynamic Analysis of Speculation Across Two Markets," Research Paper Series 89, Quantitative Finance Research Centre, University of Technology, Sydney.
- Nicola Bruti Liberati & Eckhard Platen, 2004. "On the Efficiency of Simplified Weak Taylor Schemes for Monte Carlo Simulation in Finance," Research Paper Series 114, Quantitative Finance Research Centre, University of Technology, Sydney.
- Hokky Situngkir, 2003. "CULTURAL STUDIES through COMPLEXITY SCIENCES," Departmental Working Papers wpm2003, Bandung Fe Institute.
- T. Verbeke & M. De Clercq, 2004. "The Environmental Kuznets Curve: some really disturbing Monte Carlo evidence," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 04/242, Ghent University, Faculty of Economics and Business Administration.
- Hokky Situngkir, 2004. "On Massive Conflict: Macro-Micro Link," Departmental Working Papers wpd2004, Bandung Fe Institute.
- Claudia Werker & Thomas Brenner, 2004. "Empirical Calibration of Simulation Models," Papers on Economics and Evolution 2004-10, Max Planck Institute of Economics, Evolutionary Economics Group.