Report NEP-CMP-2011-07-21This 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:
- Cristian Homescu, 2011. "Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance," Papers 1107.1831, arXiv.org.
- Shu-Heng Chen & Tina Yu, 2011. "Toward an Autonomous-Agents Inspired Economic Analysis," ASSRU Discussion Papers 1118, ASSRU - Algorithmic Social Science Research Unit.
- K. Vela Velupillai, 2011. "DSGE And Beyond – Computable And Constructive Challenges," ASSRU Discussion Papers 1122, ASSRU - Algorithmic Social Science Research Unit.
- Item repec:rdg:emxxdp:em-dp2010-05 is not listed on IDEAS anymore
- Cristian Homescu, 2011. "Implied Volatility Surface: Construction Methodologies and Characteristics," Papers 1107.1834, arXiv.org.
- Barbara Annicchiarico & Nicola Giammaroli & Alessandro Piergallini, 2011. "Budgetary Policies in a DSGE Model with Finite Horizons," CEIS Research Paper 207, Tor Vergata University, CEIS, revised 12 Jul 2011.
- Tongkui Yu & Shu-Heng Chen, 2011. "Agent-Based Modeling of the Prediction Markets," ASSRU Discussion Papers 1119, ASSRU - Algorithmic Social Science Research Unit.