Report NEP-ORE-2012-09-09This 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:
- Pascal François & Geneviève Gauthier & Frédéric Godin, 2012. "Optimal Hedging when the Underlying Asset Follows a Regime-switching Markov Process," Cahiers de recherche, CIRPEE 1234, CIRPEE.
- Andor, Mark & Hesse, Frederik, 2012. "The StoNED age: The departure into a new era of efficiency analysis? An MC study comparing StoNED and the "oldies" (SFA and DEA)," CAWM Discussion Papers, Center of Applied Economic Research MÃ¼nster (CAWM), University of MÃ¼nster 60, Center of Applied Economic Research Münster (CAWM), University of Münster.
- Manuel S. Santos & Adrian Peralta-Alva, 2012. "Analysis of Numerical Errors," Working Papers, University of Miami, Department of Economics 2012-6, University of Miami, Department of Economics.
- Susanne Griebsch & Kay Pilz, 2012. "A Stochastic Approach to the Valuation of Barrier Options in Heston's Stochastic Volatility Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 309, Quantitative Finance Research Centre, University of Technology, Sydney.