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Report NEP-ORE-2009-09-26
This 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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ORE
The following items were announced in this report:
- Jeroen V.K. Rombouts & Lars Stentoft, 2009, "Bayesian Option Pricing Using Mixed Normal Heteroskedasticity Models," Cahiers de recherche, CIRPEE, number 0926.
- Tetsuya Takaishi, 2009, "An Adaptive Markov Chain Monte Carlo Method for GARCH Model," Papers, arXiv.org, number 0901.0992, Jan.
- William T. Shaw & Jonathan McCabe, 2009, "Monte Carlo sampling given a Characteristic Function: Quantile Mechanics in Momentum Space," Papers, arXiv.org, number 0903.1592, Mar.
- Sovan Mitra, 2009, "Optimisation of Stochastic Programming by Hidden Markov Modelling based Scenario Generation," Papers, arXiv.org, number 0904.1131, Apr.
- Alex Langnau, 2009, "Introduction into "Local Correlation Modelling"," Papers, arXiv.org, number 0909.3441, Sep, revised Sep 2009.