Report NEP-ORE-2008-05-05This is the archive for NEP-ORE, a report on new working papers in the area of Operations Research. Walter Frisch issued this report. It is usually issued weekly.
The following items were announced in this report:
- Carl Chiarella & Boda Kang & Gunter H. Meyer & Andrew Ziogas, 2008. "The Evaluation of American Option Prices Under Stochastic Volatility and Jump-Diffusion Dynamics Using the Method of Lines," Research Paper Series 219, Quantitative Finance Research Centre, University of Technology, Sydney.
- Mark J Jensen & John M Maheu, 2008. "Bayesian semiparametric stochastic volatility modeling," Working Papers tecipa-314, University of Toronto, Department of Economics.
- Kurt Niquidet & Glen O'Kelly, 2008. "Forest-Mill Integration: A Transaction Costs Perspective," Working Papers 2008-07, University of Victoria, Department of Economics, Resource Economics and Policy Analysis Research Group.
- Bandyopadhyay, Debdas & Das, Arabinda, 2007. "Identifiability of the Stochastic Frontier Models," MPRA Paper 8032, University Library of Munich, Germany, revised Jan 2008.
- Jose M. Vidal-Sanz, 2008. "A valid theory on probabilistic causation," Business Economics Working Papers wb081702, Universidad Carlos III, Departamento de Economía de la Empresa.