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