Report NEP-CMP-2012-12-10

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.

Subscribe to this report: email, RSS, or Mastodon.

Other reports in NEP-CMP

The following items were announced in this report:

• LI, Wu, 2012. "A Study on the Dynamics of Interest Rate," MPRA Paper 42840, University Library of Munich, Germany.
• Lengnick, Matthias & Krug, Sebastian & Wohltmann, Hans-Werner, 2012. "Money creation and financial instability: An agent-based credit network approach," Economics Working Papers 2012-15, Christian-Albrechts-University of Kiel, Department of Economics.
• Matthias Weitzel & Joydeep Ghosh & Sonja Peterson & Basanta K. Pradhan, 2012. "Effects of international climate policy for India: Evidence from a national and global CGE model," Kiel Working Papers 1810, Kiel Institute for the World Economy.
• M. Krivko & M. V. Tretyakov, 2012. "Application of simplest random walk algorithms for pricing barrier options," Papers 1211.5726, arXiv.org.
• Masaaki Fujii & Seisho Sato & Akihiko Takahashi, 2012. "An FBSDE Approach to American Option Pricing with an Interacting Particle Method," Papers 1211.5867, arXiv.org.
• Tianyu Hao, 2012. "Optimal portfolio model based on WVAR," Papers 1211.5628, arXiv.org.
• Yoshiharu Maeno & Kenji Nishiguchi & Satoshi Morinaga & Hirokazu Matsushima, 2012. "Optimal portfolio for a robust financial system," Papers 1211.5235, arXiv.org, revised Feb 2013.