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Report NEP-ORE-2015-08-30
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:
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015, "Stochastic Intrinsic Kriging for Simulation Metamodelling," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-038.
- Raouf Boucekkine & Fabien Prieur & Benteng Zou, 2018, "Symmetric vs Asymmetric Equilibria and Stochastic Stability in a Dynamic Game of Legislative Lobbying," Working Papers, HAL, number halshs-01181214, Jan.
- Mehdad, Ehsan & Kleijnen, J.P.C., 2015, "Efficient Global Optimization for Black-Box Simulation via Sequential Intrinsic Kriging," Discussion Paper, Tilburg University, Center for Economic Research, number 2015-042.
- Mehmet Balcilar & Riza Demirer & Shawkat Hammoudeh & Duc Khuong Nguyen, 2014, "Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk," Working Papers, Eastern Mediterranean University, Department of Economics, number 15-10.
- Marco Corazza & Giacomo Di Tollo & Giovanni Fasano & Raffaele Pesenti, 2015, "A novel initialization of PSO for costly portfolio selection problems," Working Papers, Venice School of Management - Department of Management, Università Ca' Foscari Venezia, number 4, Jul.
- Woll, Oliver, 2015, "Mean-risk hedging strategies in electricity markets with limited liquidity," ZEW Discussion Papers, ZEW - Leibniz Centre for European Economic Research, number 15-056.
- A. Paliathanasis & K. Krishnakumar & K. M. Tamizhmani & P. G. L. Leach, 2015, "Lie Symmetry Analysis of the Black-Scholes-Merton Model for European Options with Stochastic Volatility," Papers, arXiv.org, number 1508.06797, Aug, revised May 2016.
- Bakshi, Gurdip & Chabi-Yo, Fousseni, 2014, "New Entropy Restrictions and the Quest for Better Specified Asset Pricing Models," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2014-07, May.
- Jean-Thomas Bernard & Lynda Khalaf & Maral Kichian & Clement Yelou, 2015, "Oil Price Forecasts for the Long-Term: Expert Outlooks, Models, or Both?," Cahiers de recherche CREATE, CREATE, number 2015-3.
- Yan Dolinsky & Ariel Neufeld, 2015, "Super-replication in Fully Incomplete Markets," Papers, arXiv.org, number 1508.05233, Aug, revised Sep 2016.