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Report NEP-ORE-2011-02-12
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.Subscribe to this report: email, RSS, or Mastodon, or Bluesky.
Other reports in NEP-ORE
The following items were announced in this report:
- Pierre del Moral & Peng Hu & Nadia Oudjane & Bruno Rémillard, 2010, "On the Robustness of the Snell envelope," Working Papers, HAL, number inria-00487103, May.
- ROMBOUTS, Jeroen V. K. & STENTOFT, Lars, 2010, "Option pricing with asymmetric heteroskedastic normal mixture models," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2010049, Aug.
- Barlo, Mehmet & Urgun, Can, 2011, "Stochastic discounting in repeated games: Awaiting the almost inevitable," MPRA Paper, University Library of Munich, Germany, number 28537, Jan.
- Isao Ishida & Michael McAleer & Kosuke Oya, 2011, "Estimating the Leverage Parameter of Continuous-time Stochastic Volatility Models Using High Frequency S&P 500 and VIX," KIER Working Papers, Kyoto University, Institute of Economic Research, number 759, Feb.