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Report NEP-ORE-2010-05-29
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, 2010, "Multivariate Option Pricing with Time Varying Volatility and Correlations," Cahiers de recherche, CIRPEE, number 1020.
- Ivan Nourdin & Giovanni Peccati & Mark Podolskij, 2010, "Quantitative Breuer-Major Theorems," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-22, May.
- Morten Ø. Nielsen & S Johansen, 2010, "Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model," Working Paper, Economics Department, Queen's University, number 1237, May.
- Wegmann , Bertil & Villani, Mattias, 2010, "Bayesian Inference in Structural Second-Price common Value Auctions," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 242, May.
- Matias D. Cattaneo & Richard K. Crump & Michael Jansson, 2010, "Bootstrapping Density-Weighted Average Derivatives," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-23, May.