Report NEP-ORE-2010-05-02

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.

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Other reports in NEP-ORE

The following items were announced in this report:

• Erhan Bayraktar & Constantinos Kardaras & Hao Xing, 2010. "Valuation equations for stochastic volatility models," Papers 1004.3299, arXiv.org, revised Dec 2011.
• Heinen, Florian, 2010. "Evaluating a class of nonlinear time series models," Hannover Economic Papers (HEP) dp-445, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
• Dennis Kristensen & Bernard Salanié, 2010. "Higher Order Improvements for Approximate Estimators," CAM Working Papers 2010-04, University of Copenhagen. Department of Economics. Centre for Applied Microeconometrics.
• Stuart McDonald & Liam Wagner, 2010. "The Computation of Perfect and Proper Equilibrium for Finite Games via Simulated Annealing," Risk & Uncertainty Working Papers WPR10_1, Risk and Sustainable Management Group, University of Queensland, revised Apr 2010.
• Cadogan, Godfrey, 2010. "Commutative Prospect Theory and Stopped Behavioral Processes for Fair Gambles," MPRA Paper 22342, University Library of Munich, Germany.
• Takashi Kamihigashi & John Stachurski, 2010. "A Note on Monotone Markov Processes," Discussion Paper Series DP2010-13, Research Institute for Economics & Business Administration, Kobe University.