Report NEP-ORE-2011-09-22This 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:
- FrÃ©dÃ©ric Abergel & RÃ©mi Tachet, 2010. "A nonlinear partial integro-differential equation from mathematical finance," Post-Print hal-00611962, HAL.
- Raffaella Calabrese & Silvia Angela Osmetti, 2011. "Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults," Working Papers, Geary Institute, University College Dublin 201120, Geary Institute, University College Dublin.
- FrÃ©dÃ©ric Abergel & Nicolas Millot, 2011. "Non Quadratic Local Risk-Minimization for Hedging Contingent Claims in the Presence of Transaction Costs," Working Papers hal-00621256, HAL.
- Bai, Jushan & Wang, Peng, 2011. "Conditional Markov chain and its application in economic time series analysis," MPRA Paper 33369, University Library of Munich, Germany.