Report NEP-ORE-2010-06-04This 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.
The following items were announced in this report:
- Carl Chiarella & Chih-Ying Hsiao, 2010. "Optimal Investment Strategies under Stochastic Volatility - Estimation and Applications," Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney 276, Quantitative Finance Research Centre, University of Technology, Sydney.
- Item repec:hal:journl:inria-00487103_v2 is not listed on IDEAS anymore