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Report NEP-CMP-2010-10-09
This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stanley Miles issued this report. It is usually issued weekly.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-CMP
The following items were announced in this report:
- Grzegorz Ha{l}aj, 2010, "Density quantization method in the optimal portfolio choice with partial observation of stochastic volatility," Papers, arXiv.org, number 1009.5806, Sep.
- Martin Cicowiez & Javier Alejo & Luciano Di Gresia & Sergio Olivieri & Ana Pacheco, 2010, "Export Taxes, World Prices, and Poverty in Argentina: a Dynamic CGE-Microsimulation Analysis," Working Papers MPIA, PEP-MPIA, number 2010-13.
- Yu. A. Kuperin & P. A. Poloskov, 2010, "American Options Pricing under Stochastic Volatility: Approximation of the Early Exercise Surface and Monte Carlo Simulations," Papers, arXiv.org, number 1009.5495, Sep.
- Item repec:dgr:eureri:1765020456 is not listed on IDEAS anymore
- Saira Ahmed & Vagar Ahmed & Ahsan Abbas, 2010, "Taxation Reforms: a CGE-Microsimulation Analysis for Pakistan," Working Papers MPIA, PEP-MPIA, number 2010-12.
- Harbir Lamba, 2010, "How sensitive are equilibrium pricing models to real-world distortions?," Papers, arXiv.org, number 1010.0027, Sep.
- Item repec:fpo:wpaper:4 is not listed on IDEAS anymore
- Item repec:hal:wpaper:hal-00522410_v1 is not listed on IDEAS anymore
- Daniel Sevcovic, 2010, "On a numerical approximation scheme for construction of the early exercise boundary for a class of nonlinear Black-Scholes equations," Papers, arXiv.org, number 1009.5973, Sep, revised Apr 2011.
- Janek, Agnieszka & Kluge, Tino & Weron, Rafal & Wystup, Uwe, 2010, "FX Smile in the Heston Model," MPRA Paper, University Library of Munich, Germany, number 25491, Sep.
- Cassola, Nuno & Huetl, Michael, 2010, "The Euro overnight interbank market and ECB's liquidity management policy during tranquil and turbulent times," Working Paper Series, European Central Bank, number 1247, Oct.
- Steiner, Viktor & Wakolbinger, Florian, 2010, "Wage Subsidies, Work Incentives, and the Reform of the Austrian Welfare System," IZA Discussion Papers, Institute of Labor Economics (IZA), number 5191, Sep.
- Devitt, Conor & Tol, Richard S. J., 2010, "Civil War, Climate Change and Development: A Scenario Study for Sub-Saharan Africa," Papers, Economic and Social Research Institute (ESRI), number WP351, Sep.
- Hongyan Yang, 2010, "Endogenous Credit Constraints, Human Capital Investment and Optimal Tax Policy," Working Paper Series of the Department of Economics, University of Konstanz, Department of Economics, University of Konstanz, number 2010-04, Sep.
- Nakov, Anton & Thomas, Carlos, 2010, "Optimal monetary policy with state-dependent pricing," Working Paper Series, European Central Bank, number 1250, Oct.
- Xavier Calbet & Jose-Luis Lopez & Ricardo Lopez-Ruiz, 2010, "Equilibrium distributions and relaxation times in gas-like economic models: an analytical derivation," Papers, arXiv.org, number 1010.0208, Oct, revised Nov 2010.