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Report NEP-ORE-2012-02-15
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:
- Dario Caldara & Jesús Fernández-Villaverde & Juan F. Rubio-Ramirez & Yao Wen, 2012, "Computing DSGE models with recursive preferences and stochastic volatility," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2012-04.
- Jeroen V.K. Rombouts & Lars Stentoft & Francesco Violante, 2012, "The Value of Multivariate Model Sophistication: An Application to pricing Dow Jones Industrial Average options," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2012-04, Jan.
- Masaaki Fujii & Akihiko Takahashi, 2012, "Perturbative Expansion of FBSDE in an Incomplete Market with Stochastic Volatility," Papers, arXiv.org, number 1202.0608, Feb, revised Sep 2012.
- Ribin Lye & James Peng Lung Tan & Siew Ann Cheong, 2012, "Understanding agent-based models of financial markets: a bottom-up approach based on order parameters and phase diagrams," Papers, arXiv.org, number 1202.0606, Feb.