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Report NEP-ORE-2010-10-09
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:
- Martin M. Andreasen, 2010, "How Non-Gaussian Shocks Affect Risk Premia in Non-Linear DSGE Models," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2010-63, Sep.
- Mikhail Martynov & Olga Rozanova, 2010, "A certain estimate of volatility through return for stochastic volatility models," Papers, arXiv.org, number 1009.5129, Sep, revised Jul 2011.
- Burnecki, Krzysztof & Janczura, Joanna & Weron, Rafal, 2010, "Building Loss Models," MPRA Paper, University Library of Munich, Germany, number 25492, Sep.
- Hausken, Kjell, 2010, "Strategic Defense and Attack for Series and Parallel Reliability Systems: Reply on Comment," MPRA Paper, University Library of Munich, Germany, number 25497, Sep, revised 02 Oct 2010.
- Janek, Agnieszka & Kluge, Tino & Weron, Rafal & Wystup, Uwe, 2010, "FX Smile in the Heston Model," MPRA Paper, University Library of Munich, Germany, number 25491, Sep.
- Angelo Mele, 2010, "A Structural Model of Segregation in Social Networks," Working Papers, NET Institute, number 10-16, Sep.
- Joachim Lang & Reinhard Madlener, 2010, "Portfolio Optimization for Power Plants: The Impact of Credit Risk Mitigation and Margining," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number 11/2010, Sep.