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Report NEP-ORE-2012-09-09
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:
- Pascal François & Geneviève Gauthier & Frédéric Godin, 2012, "Optimal Hedging when the Underlying Asset Follows a Regime-switching Markov Process," Cahiers de recherche, CIRPEE, number 1234.
- Andor, Mark & Hesse, Frederik, 2012, "The StoNED age: The departure into a new era of efficiency analysis? An MC study comparing StoNED and the "oldies" (SFA and DEA)," CAWM Discussion Papers, University of Münster, Münster Center for Economic Policy (MEP), number 60.
- Manuel S. Santos & Adrian Peralta-Alva, 2012, "Analysis of Numerical Errors," Working Papers, University of Miami, Department of Economics, number 2012-6, 08.
- Susanne Griebsch & Kay Pilz, 2012, "A Stochastic Approach to the Valuation of Barrier Options in Heston's Stochastic Volatility Model," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney, number 309, Jul.