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Report NEP-ORE-2011-09-22
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:
- Frédéric Abergel & Rémi Tachet, 2010, "A nonlinear partial integro-differential equation from mathematical finance," Post-Print, HAL, number hal-00611962, Jul, DOI: 10.3934/dcds.2010.27.907.
- Raffaella Calabrese & Silvia Angela Osmetti, 2011, "Generalized Extreme Value Regression for Binary Rare Events Data: an Application to Credit Defaults," Working Papers, Geary Institute, University College Dublin, number 201120, Sep.
- Frédéric Abergel & Nicolas Millot, 2011, "Non Quadratic Local Risk-Minimization for Hedging Contingent Claims in the Presence of Transaction Costs," Working Papers, HAL, number hal-00621256, Dec.
- Bai, Jushan & Wang, Peng, 2011, "Conditional Markov chain and its application in economic time series analysis," MPRA Paper, University Library of Munich, Germany, number 33369, Aug.