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Report NEP-ORE-2009-07-03
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:
Karen A. Kopecky & Richard M. H. Suen, 2009.
"Finite State Markov-Chain Approximations to Highly Persistent Processes ,"
Working Papers
200904, University of California at Riverside, Department of Economics, revised May 2009.
[Downloadable!] Kyo Yamamoto & Seisho Sato & Akihiko Takahashi, 2009.
"Probability Distribution and Option Pricing for Drawdown in a Stochastic Volatility Environment ,"
CIRJE F-Series
CIRJE-F-625, CIRJE, Faculty of Economics, University of Tokyo.
[Downloadable!] Lennart Hoogerheide & Richard Kleijn & Francesco Ravazzolo & Herman K. van Dijk & Marno Verbeek, 2009.
"Forecast accuracy and economic gains from Bayesian model averaging using time varying weight ,"
Working Paper
2009/10, Norges Bank.
[Downloadable!] Carlo Alberto Magni, 2009.
"A fuzzy expert system for solving real-option decision processes ,"
Documentos de Trabajo
005677, UNIVERSIDAD TECNOLÓGICA DE BOLÍVAR.
[Downloadable!] This page was last updated on 2009-12-13.
This information is provided to you by 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 .