Report NEP-CMP-2011-04-02This 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:
- S\"oren Christensen, 2011. "A method for pricing American options using semi-infinite linear programming," Papers 1103.4483, arXiv.org, revised Jun 2011.
- Item repec:dgr:eureri:1765022723 is not listed on IDEAS anymore
- Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2011. "Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers 11-057/4, Tinbergen Institute, revised 27 Jan 2012.
- Luca Di Corato & Michele Moretto & Sergio Vergalli, 2010. "An Equilibrium Model of Habitat Conservation under Uncertainty and Irreversibility," "Marco Fanno" Working Papers 0122, Dipartimento di Scienze Economiche "Marco Fanno".
- Hiro Lee & Michael G. Plummer, 2011. "Assessing the Impact of the ASEAN Economic Community," OSIPP Discussion Paper 11E002, Osaka School of International Public Policy, Osaka University.
- Matthias Göcke, 2011. "Learning-by-doing in Two Sectors, Production Structure, Leisure and Optimal Endogenous Growth," MAGKS Papers on Economics 201111, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Soledad Hormazabal, 2010. "Multi-funds in the Chilean Pension System," Working Papers 1028, BBVA Bank, Economic Research Department.
- Eric Guerci & Fulvio Fontini, 2012. "The Italian Electricity Prices in Year 2025: an Agent-Based Simulation," "Marco Fanno" Working Papers 0130, Dipartimento di Scienze Economiche "Marco Fanno".
- Javier Alonso & Carlos Herrera & Claudia Llanes Valenzuela & David Tuesta, 2010. "Simulations of long-term returns and replacement rates in the Colombian pension system," Working Papers 1029, BBVA Bank, Economic Research Department.
- Norbert Funke & Weifeng Wu & Yanliang Miao, 2011. "Reviving the Competitive Storage Model," IMF Working Papers 11/64, International Monetary Fund.
- Item repec:dgr:eureri:1765022722 is not listed on IDEAS anymore
- Nick Bush & Ben M. Hambly & Helen Haworth & Lei Jin & Christoph Reisinger, 2011. "Stochastic evolution equations in portfolio credit modelling with applications to exotic credit products," Papers 1103.4947, arXiv.org, revised Apr 2011.
- Bertram, Philip & Sibbertsen, Philipp & Stahl, Gerhard, 2011. "About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis," Hannover Economic Papers (HEP) dp-469, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.