I think they're all pretty much interchangeable. As I tried to think of an exception, I wondered if throw would be a bit more appropriate for a wild party, and less appropriate for a less festive occasion. However, I found plenty of instances of "throw an office party" on Google, enough to convince me that throw doesn't necessarily imply "wild and crazy."
One additional verb you could use is "host": We are going to host a party on the 11th.
For what it's worth, here's an Ngram, but there's nothing too remarkable there.