Report NEP-ORE-2010-11-13This 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:
- Kompas, Tom & Chu, Long, 2010. "A Comparison of Parametric Approximation Techniques to Continuous-Time Stochastic Dynamic Programming Problems," Research Reports 95044, Australian National University, Environmental Economics Research Hub.
- L. Z. J. Liang & D. Lemmens & J. Tempere, 2010. "Generalized pricing formulas for stochastic volatility jump diffusion models applied to the exponential Vasicek model," Papers 1011.1175, arXiv.org.
- Lombardo, Giovanni, 2010. "On approximating DSGE models by series expansions," Working Paper Series 1264, European Central Bank.
- Francesco C. Billari & Rebecca Graziani & Eugenio Melilli, 2010. "Stochastic population forecasts based on conditional expert opinions," Working Papers 033, "Carlo F. Dondena" Centre for Research on Social Dynamics (DONDENA), Università Commerciale Luigi Bocconi.
- Feicht, Robert & Stummer, Wolfgang, 2010. "Complete closed-form solution to a stochastic growth model and corresponding speed of economic recovery," FAU Discussion Papers in Economics 05/2010, Friedrich-Alexander University Erlangen-Nuremberg, Institute for Economics.