Report NEP-CMP-2011-04-02This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.
The following items were announced in this report:
- S\"oren Christensen, 2011. "A method for pricing American options using semi-infinite linear programming," Papers 1103.4483, arXiv.org, revised Jun 2011.
- van der Gaast, J.P. & Rietveld, C.A. & Gabor, A.F. & Zhang, Y., 2011. "A Local Search Algorithm for Clustering in Software as a Service Networks," ERIM Report Series Research in Management ERS-2011-004-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
- Siem Jan Koopman & Andre Lucas & Marcel Scharth, 2011. "Numerically Accelerated Importance Sampling for Nonlinear Non-Gaussian State Space Models," Tinbergen Institute Discussion Papers 11-057/4, Tinbergen Institute, revised 27 Jan 2012.
- Luca Di Corato & Michele Moretto & Sergio Vergalli, 2010. "An Equilibrium Model of Habitat Conservation under Uncertainty and Irreversibility," "Marco Fanno" Working Papers 0122, Dipartimento di Scienze Economiche "Marco Fanno".
- Hiro Lee & Michael G. Plummer, 2011. "Assessing the Impact of the ASEAN Economic Community," OSIPP Discussion Paper 11E002, Osaka School of International Public Policy, Osaka University.
- Matthias Göcke, 2011. "Learning-by-doing in Two Sectors, Production Structure, Leisure and Optimal Endogenous Growth," MAGKS Papers on Economics 201111, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Soledad Hormazabal, 2010. "Multi-funds in the Chilean Pension System," Working Papers 1028, BBVA Bank, Economic Research Department.
- Eric Guerci & Fulvio Fontini, 2012. "The Italian Electricity Prices in Year 2025: an Agent-Based Simulation," "Marco Fanno" Working Papers 0130, Dipartimento di Scienze Economiche "Marco Fanno".
- Javier Alonso & Carlos Herrera & Claudia Llanes Valenzuela & David Tuesta, 2010. "Simulations of long-term returns and replacement rates in the Colombian pension system," Working Papers 1029, BBVA Bank, Economic Research Department.
- Norbert Funke & Weifeng Wu & Yanliang Miao, 2011. "Reviving the Competitive Storage Model; A Holistic Approach to Food Commodity Prices," IMF Working Papers 11/64, .
- Item repec:dgr:eureri:1765022722 is not listed on IDEAS anymore
- Nick Bush & Ben M. Hambly & Helen Haworth & Lei Jin & Christoph Reisinger, 2011. "Stochastic evolution equations in portfolio credit modelling with applications to exotic credit products," Papers 1103.4947, arXiv.org, revised Apr 2011.
- Bertram, Philip & Sibbertsen, Philipp & Stahl, Gerhard, 2011. "About the Impact of Model Risk on Capital Reserves: A Quantitative Analysis," Hannover Economic Papers (HEP) dp-469, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.