Report NEP-CMP-2011-12-13This 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:
- Ian Iscoe & Asif Lakhany, 2011. "Adaptive Simulation of the Heston Model," Papers 1111.6067, arXiv.org.
- Julia Lechner, 2011. "Urban CGE Modeling: An Introduction," SRE-Disc sre-disc-2011_04, Institute for Multilevel Governance and Development, Department of Socioeconomics, Vienna University of Economics and Business.
- Llop Llop, Maria & Ponce Alifonso, Xavier, 2011. "A never-ending debate: Demand versus supply water policies. A CGE analysis for Catalonia," Working Papers 2072/152139, Universitat Rovira i Virgili, Department of Economics.
- John Schoenmakers & Junbo Huang & Jianing Zhang, 2011. "Optimal dual martingales, their analysis and application to new algorithms for Bermudan products," Papers 1111.6038, arXiv.org, revised Feb 2012.
- A. M. Avdeenko, 2011. "Multicurrency advisor based on the NSW model. Detailed description and perspectives," Papers 1111.5726, arXiv.org.
- Stefania VITALI & Gabriele TEDESCHI, 2011. "The impact of classes of innovators on Technology, Financial Fragility and Economic Growth," Working Papers 370, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali.
- Gonzalo, Julio A. & Muñoz, Félix & Santos,David J., 2011. "Rate Equations approach to simulate World population trends," Working Papers in Economic Theory 2011/07, Universidad Autónoma de Madrid (Spain), Department of Economic Analysis (Economic Theory and Economic History).
- Michael Pickhardt & Goetz Seibold, 2011. "Income Tax Evasion Dynamics: Evidence from an Agent-based Econophysics Model," Papers 1112.0233, arXiv.org.
- Westin, Jonas & Kågeson, Per, 2011. "Can high speed rail offset its embedded emissions?," Working papers in Transport Economics 2011:16, CTS - Centre for Transport Studies Stockholm (KTH and VTI).
- Bucher, Raphael & Guelden Sterzl, Jasmin, 2011. "From Coping with Natural Disasters in the Past to a Model of Future Optimal Adaptation," MPRA Paper 34237, University Library of Munich, Germany.
- Georg, Co-Pierre, 2011. "The effect of the interbank network structure on contagion and common shocks," Discussion Paper Series 2: Banking and Financial Studies 2011,12, Deutsche Bundesbank, Research Centre.
- Nicolas Della Penna & Mark D. Reid, 2011. "Bandit Market Makers," Papers 1112.0076, arXiv.org, revised Aug 2013.
- Nielsen, Hannah & Lofgren, Hans, 2011. "How important is the efficiency of government investment ? The case of the Republic of Congo," Policy Research Working Paper Series 5901, The World Bank.
- Grove, Nico & Baumann, Oliver, 2011. "Bitpipe vs. service: Why do pure service providers outperform fully integrated operators?," 8th ITS Asia-Pacific Regional Conference, Taipei 2011: Convergence in the Digital Age 52308, International Telecommunications Society (ITS).
- Blundell, Richard & Low, Hamish & Preston, Ian, 2011. "Decomposing Changes in Income Risk Using Consumption Data," IZA Discussion Papers 6125, Institute for the Study of Labor (IZA).