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Report NEP-ORE-2015-05-16
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:
- Lilia Maliar & Serguei Maliar & John Taylor & Inna Tsener, 2015, "A Tractable Framework for Analyzing a Class of Nonstationary Markov Models," NBER Working Papers, National Bureau of Economic Research, Inc, number 21155, May.
- Shiqing Ling & Michael McAleer & Howell Tong, 2015, "Frontiers in Time Series and Financial Econometrics: An Overview," Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, number 2015-04, Feb.
- Carol Alexander & Xi Chen, 2014, "Risk-adjusted Valuation of the Real Option to Invest," ICMA Centre Discussion Papers in Finance, Henley Business School, University of Reading, number icma-dp2014-19, Dec.
- Kenichiro Shiraya & Akihiko Takahashi, 2015, "An Approximation Formula for Basket Option Prices under Local Stochastic Volatility with Jumps: an Application to Commodity Markets," CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo, number CIRJE-F-973, May.
- Monica Billio & Roberto Casarin & Michele Costola & Andrea Pasqualini, 2015, "An entropy-based early warning indicator for systemic risk," Working Papers, Department of Economics, University of Venice "Ca' Foscari", number 2015:09.