Report NEP-ORE-2011-10-15This 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:
- Kenneth L. Judd & Lilia Maliar & Serguei Maliar, 2011. "How to Solve Dynamic Stochastic Models Computing Expectations Just Once," NBER Working Papers 17418, National Bureau of Economic Research, Inc.
- Kamal Boukhetala & Arsalane Guidoum, 2011. "Sim.DiffProc: A Package for Simulation of Diffusion Processes in R," Working Papers hal-00629841, HAL.
- Imkeller, Peter & Réveillac, Anthony & Zhang, Jianing, 2011. "Solvability and numerical simulation of BSDEs related to BSPDEs with applications to utility maximization," Economics Papers from University Paris Dauphine 123456789/7101, Paris Dauphine University.
- Juan Carlos Martínez-Ovando & Stephen G. Walker, 2011. "Time-series Modelling, Stationarity and Bayesian Nonparametric Methods," Working Papers 2011-08, Banco de México.
- Szajowski, Krzysztof, 2011. "Multi-variate quickest detection of significant change process," MPRA Paper 33838, University Library of Munich, Germany, revised 19 Sep 2011.
- Item repec:ner:dauphi:urn:hdl:123456789/7119 is not listed on IDEAS anymore
- Gospodinov, Nikolay & Lkhagvasuren, Damba, 2011. "A new method for approximating vector autoregressive processes by finite-state Markov chains," MPRA Paper 33827, University Library of Munich, Germany.