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Report NEP-ORE-2009-09-26
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:
Jeroen V.K. Rombouts & Lars Stentoft, 2009.
"Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Cahiers de recherche
0926, CIRPEE.
[Downloadable!] Tetsuya Takaishi, 2009.
"An Adaptive Markov Chain Monte Carlo Method for GARCH Model Quantitative Finance Papers
0901.0992, arXiv.org.
[Downloadable!] William T. Shaw & Jonathan McCabe, 2009.
"Monte Carlo sampling given a Characteristic Function: Quantile Mechanics in Momentum Space Quantitative Finance Papers
0903.1592, arXiv.org.
[Downloadable!] Sovan Mitra, 2009.
"Optimisation of Stochastic Programming by Hidden Markov Modelling based Scenario Generation Quantitative Finance Papers
0904.1131, arXiv.org.
[Downloadable!] Alex Langnau, 2009.
"Introduction into "Local Correlation Modelling" Quantitative Finance Papers
0909.3441, arXiv.org, revised Sep 2009.
[Downloadable!] This page was last updated on 2009-12-6.
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 .