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Report NEP-ORE-2010-02-05
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:
- Ingmar Nolte & Valeri Voev, 2009. "Least Squares Inference on Integrated Volatility and the Relationship between Efficient Prices and Noise," Working Papers wp09-02, Warwick Business School, Finance Group.
- Minh Q. Truong, 2010. "Extra-Dimensional Approach to Option Pricing and Stochastic Volatility," Papers 1001.4098, arXiv.org, revised Feb 2010.
- Zhang, Longmei, 2009. "Bank capital regulation, the lending channel and business cycles," Discussion Paper Series 1: Economic Studies 2009,33, Deutsche Bundesbank.