Report NEP-CMP-2010-10-02

This is the archive for NEP-CMP, a report on new working papers in the area of Computational Economics. Stan Miles issued this report. It is usually issued weekly.

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Other reports in NEP-CMP

The following items were announced in this report:

• Marianna Lyra, 2010. "Heuristic Strategies in Finance – An Overview," Working Papers 045, COMISEF.
• Bohlin, Lars, 2010. "SAINT – a Standardized CGE-model for Analysis of Indirect Taxation," Working Papers 2010:6, Örebro University, School of Business.
• Andrew J. Cassey & David W. Holland & Abdul Razack, 2010. "Comparing the Economic Impact of an Export Shock in Two Modeling Frameworks," Working Papers 2010-12, School of Economic Sciences, Washington State University.
• Mark Setterfield & Andrew Budd, 2010. "A Keynes-Kalecki Model of Cyclical Growth with Agent-Based Features," Working Papers 1008, Trinity College, Department of Economics.
• Schenker, Oliver, 2010. "Transporting goods and damages. The role of trade on the distribution of climate change costs," MPRA Paper 25350, University Library of Munich, Germany.
• Sennoga, Edward B. & Matovu, John Mary, 2010. "Public spending composition and public sector efficiency: Implications for growth and poverty reduction in Uganda," Research Series 93808, Economic Policy Research Centre (EPRC).
• DEVOLDER, Olivier & GLINEUR, François & NESTEROV, Yurii, 2010. "Solving infinite-dimensional optimization problems by polynomial approximation," LIDAM Discussion Papers CORE 2010029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
• Christian Bayer & Peter Friz & Ronnie Loeffen, 2010. "Semi-Closed Form Cubature and Applications to Financial Diffusion Models," Papers 1009.4818, arXiv.org.
• Kelly C. de Bruin & Rob B. Dellink & Richard S.J. Tol, 2010. "International Cooperation on Climate Change Adaptation from an Economic Perspective," Working Papers 2010.63, Fondazione Eni Enrico Mattei.
• Krebs, Tom & Scheffel, Martin, 2010. "A macroeconomic model for the evaluation of labor market reforms," ZEW Discussion Papers 10-050, ZEW - Leibniz Centre for European Economic Research.
• El Hadj Aly Dia, 2010. "Error bounds for small jumps of L\'evy processes," Papers 1009.4886, arXiv.org, revised Oct 2012.
• Burnecki, Krzysztof & Weron, Rafal, 2010. "Simulation of Risk Processes," MPRA Paper 25444, University Library of Munich, Germany.
• Emanuele Massetti & Fabio Sferra, 2010. "A Numerical Analysis of Optimal Extraction and Trade of Oil under Climate Policy," Working Papers 2010.113, Fondazione Eni Enrico Mattei.
• Emanuele Massetti & Lea Nicita, 2010. "The Optimal Climate Policy Portfolio when Knowledge Spills Across Sectors," Working Papers 2010.96, Fondazione Eni Enrico Mattei.
• Magda Schiegl, 2010. "A three dimensional stochastic Model for Claim Reserving," Papers 1009.4146, arXiv.org.
• Yu. A. Kuperin & P. A. Poloskov, 2010. "Analytical and Numerical Approaches to Pricing the Path-Dependent Options with Stochastic Volatility," Papers 1009.4587, arXiv.org.
• Magda Schiegl, 2010. "About the Justification of Experience Rating: Bonus Malus System and a new Poisson Mixture Model," Papers 1009.4142, arXiv.org.
• Thomas J. Emmerling, 2010. "Perpetual Cancellable American Call Option," Papers 1009.3556, arXiv.org.
• Yu Feng & Matus Medo & Liang Zhang & Yi-Cheng Zhang, 2010. "Transaction fees and optimal rebalancing in the growth-optimal portfolio," Papers 1009.3753, arXiv.org, revised Jan 2011.