Report NEP-ORE-2010-11-13This 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:
- Kompas, Tom & Chu, Long, 2010. "A Comparison of Parametric Approximation Techniques to Continuous-Time Stochastic Dynamic Programming Problems," Research Reports, Australian National University, Environmental Economics Research Hub 95044, Australian National University, Environmental Economics Research Hub.
- L. Z. J. Liang & D. Lemmens & J. Tempere, 2010. "Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model," Papers, arXiv.org 1011.1175, arXiv.org.
- Lombardo, Giovanni, 2010. "On approximating DSGE models by series expansions," Working Paper Series, European Central Bank 1264, European Central Bank.
- Francesco C. Billari & Rebecca Graziani & Eugenio Melilli, 2010. "Stochastic population forecasts based on conditional expert opinions," Working Papers, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), UniversitÃ Commerciale Luigi Bocconi 033, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi.
- Feicht, Robert & Stummer, Wolfgang, 2010. "Complete closed-form solution to a stochastic growth model and corresponding speed of economic recovery," IWQW Discussion Paper Series, Friedrich-Alexander-UniversitÃ¤t Erlangen-NÃ¼rnberg, Institut fÃ¼r Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW) 05/2010, Friedrich-Alexander-Universität Erlangen-Nürnberg, Institut für Wirtschaftspolitik und Quantitative Wirtschaftsforschung (IWQW).