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Report NEP-ORE-2010-05-02
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:
- Erhan Bayraktar & Constantinos Kardaras & Hao Xing, 2010, "Valuation equations for stochastic volatility models," Papers, arXiv.org, number 1004.3299, Apr, revised Dec 2011.
- Heinen, Florian, 2010, "Evaluating a class of nonlinear time series models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-445, Apr.
- Dennis Kristensen & Bernard Salanié, 2010, "Higher Order Improvements for Approximate Estimators," CAM Working Papers, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics, number 2010-04, Apr.
- Stuart McDonald & Liam Wagner, 2010, "The Computation of Perfect and Proper Equilibrium for Finite Games via Simulated Annealing," Risk & Uncertainty Working Papers, Risk and Sustainable Management Group, University of Queensland, number WPR10_1, Jan, revised Apr 2010.
- Cadogan, Godfrey, 2010, "Commutative Prospect Theory and Stopped Behavioral Processes for Fair Gambles," MPRA Paper, University Library of Munich, Germany, number 22342, Apr.
- Takashi Kamihigashi & John Stachurski, 2010, "A Note on Monotone Markov Processes," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2010-13, Apr.