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Report NEP-ORE-2013-04-20
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:
- Roberto Casarin & Stefano Grassi & Francesco Ravazzolo & Herman K. van Dijk, 2013, "Parallel Sequential Monte Carlo for Efficient Density Combination: The Deco Matlab Toolbox," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-09, Aug.
- Huu Thai Nguyen & Serguei Pergamenchtchikov, 2012, "Approximate hedging problem with transaction costs in stochastic volatility markets," Working Papers, HAL, number hal-00808608, Nov.
- de Angelis, Tiziano & Ferrari, Giorgio, 2014, "A Stochastic Reversible Investment Problem on a Finite-Time Horizon: Free Boundary Analysis," Center for Mathematical Economics Working Papers, Center for Mathematical Economics, Bielefeld University, number 477, Apr.
- Garland Durham & John Geweke, 2013, "Adaptive Sequential Posterior Simulators for Massively Parallel Computing Environments," Working Paper Series, Economics Discipline Group, UTS Business School, University of Technology, Sydney, number 9, Apr.
- Cerqueti, Roy & Falbo, Paolo & Pelizzari, Cristian, 2013, "Relevant States and Memory in Markov Chain Bootstrapping and Simulation," MPRA Paper, University Library of Munich, Germany, number 46250.
- Martin M. Andreasen & Jesús Fernández-Villaverde & Juan F. Rubio-Ramírez, 2013, "The Pruned State-Space System for Non-Linear DSGE Models: Theory and Empirical Applications," CREATES Research Papers, Department of Economics and Business Economics, Aarhus University, number 2013-12, Nov.
- Seungmoon Choi & Virginie Masson & Angus Moore & Mandar Oak, 2013, "Networks and Favor Exchange Norms under Stochastic Costs," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2013-04, Apr.