Printed from https://ideas.repec.org/n/nep-ore/2011-11-07.html
Report NEP-ORE-2011-11-07
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:
- Ying Hu & Hanqing Jin & Xun Yu Zhou, 2011, "Time-Inconsistent Stochastic Linear--Quadratic Control," Papers, arXiv.org, number 1111.0818, Nov.
- Bruno Feunou & Roméo Tedongap, 2011, "A Stochastic Volatility Model with Conditional Skewness," Staff Working Papers, Bank of Canada, number 11-20, DOI: 10.34989/swp-2011-20.
- Kenichiro Shiraya & Akihiko Takahashi & Akira Yamazaki, 2011, "Pricing Swaptions under the Libor Market Model of Interest Rates with Local-Stochastic Volatility Models," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-255, Oct.
- Jonsson, Robert, 2011, "Tests of Markov Order and Homogeneity in a Markov Chain," Research Reports, University of Gothenburg, Statistical Research Unit, School of Business, Economics and Law, number 2011:7, Oct.
- Item repec:kie:kieliw:1737 is not listed on IDEAS anymore
- Joan del Castillo & Juan-Pablo Ortega, 2011, "Hedging of time discrete auto-regressive stochastic volatility options," Papers, arXiv.org, number 1110.6322, Oct.
- Gozgor, Giray & Nokay, Pinar, 2011, "Comparing forecast performances among volatility estimation methods in the pricing of european type currency options of USD-TL and Euro-TL," MPRA Paper, University Library of Munich, Germany, number 34369, Jan.
- Jean Barthélemy & Magali Marx, 2011, "State-Dependent Probability Distributions in Non Linear Rational Expectations Models," Working papers, Banque de France, number 347.