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Report NEP-ORE-2008-05-05
This 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.Subscribe to this report: email or RSS Other reports in NEP-ORE
The following items were anounced 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.
[Downloadable!] Mark J Jensen & John M Maheu, 2008.
"Bayesian semiparametric stochastic volatility modeling Working Papers
tecipa-314, University of Toronto, Department of Economics.
[Downloadable!] 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.
[Downloadable!] Bandyopadhyay, Debdas & Das, Arabinda, 2007.
"Identifiability of the Stochastic Frontier Models MPRA Paper
8032, University Library of Munich, Germany, revised Jan 2008.
[Downloadable!] Jose M. Vidal-Sanz, 2008.
"A valid theory on probabilistic causation Business Economics Working Papers
wb081702, Universidad Carlos III, Departamento de EconomÃa de la Empresa.
[Downloadable!] This page was last updated on 2009-11-29.
IDEAS at the Department of Economics , College of Liberal Arts and Sciences , University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics .