Report NEP-CMP-2010-10-09

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:

• Grzegorz Ha{l}aj, 2010. "Density quantization method in the optimal portfolio choice with partial observation of stochastic volatility," Papers 1009.5806, arXiv.org.
• Martin Cicowiez & Javier Alejo & Luciano Di Gresia & Sergio Olivieri & Ana Pacheco, 2010. "Export Taxes, World Prices, and Poverty in Argentina: a Dynamic CGE-Microsimulation Analysis," Working Papers MPIA 2010-13, PEP-MPIA.
• Yu. A. Kuperin & P. A. Poloskov, 2010. "American Options Pricing under Stochastic Volatility: Approximation of the Early Exercise Surface and Monte Carlo Simulations," Papers 1009.5495, arXiv.org.
• Agatz, N.A.H. & Erera, A. & Savelsbergh, M.W.P. & Wang, X., 2010. "The Value of Optimization in Dynamic Ride-Sharing: a Simulation Study in Metro Atlanta," ERIM Report Series Research in Management ERS-2010-034-LIS, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
• Saira Ahmed & Vagar Ahmed & Ahsan Abbas, 2010. "Taxation Reforms: a CGE-Microsimulation Analysis for Pakistan," Working Papers MPIA 2010-12, PEP-MPIA.
• Harbir Lamba, 2010. "How sensitive are equilibrium pricing models to real-world distortions?," Papers 1010.0027, arXiv.org.
• Item repec:fpo:wpaper:4 is not listed on IDEAS anymore

• Item repec:hal:wpaper:hal-00522410_v1 is not listed on IDEAS anymore

• Daniel Sevcovic, 2010. "On a numerical approximation scheme for construction of the early exercise boundary for a class of nonlinear Black-Scholes equations," Papers 1009.5973, arXiv.org, revised Apr 2011.
• Janek, Agnieszka & Kluge, Tino & Weron, Rafal & Wystup, Uwe, 2010. "FX Smile in the Heston Model," MPRA Paper 25491, University Library of Munich, Germany.
• Cassola, Nuno & Huetl, Michael, 2010. "The Euro overnight interbank market and ECB's liquidity management policy during tranquil and turbulent times," Working Paper Series 1247, European Central Bank.
• Steiner, Viktor & Wakolbinger, Florian, 2010. "Wage Subsidies, Work Incentives, and the Reform of the Austrian Welfare System," IZA Discussion Papers 5191, Institute of Labor Economics (IZA).
• Devitt, Conor & Tol, Richard S. J., 2010. "Civil War, Climate Change and Development: A Scenario Study for Sub-Saharan Africa," Papers WP351, Economic and Social Research Institute (ESRI).
• Hongyan Yang, 2010. "Endogenous Credit Constraints, Human Capital Investment and Optimal Tax Policy," Working Paper Series of the Department of Economics, University of Konstanz 2010-04, Department of Economics, University of Konstanz.
• Nakov, Anton & Thomas, Carlos, 2010. "Optimal monetary policy with state-dependent pricing," Working Paper Series 1250, European Central Bank.
• Xavier Calbet & Jose-Luis Lopez & Ricardo Lopez-Ruiz, 2010. "Equilibrium distributions and relaxation times in gas-like economic models: an analytical derivation," Papers 1010.0208, arXiv.org, revised Nov 2010.