Report NEP-ORE-2010-12-04

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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The following items were announced in this report:

• Item repec:ehu:biltok:201008 is not listed on IDEAS anymore

• Nicolás Merener & Leonardo Vicchi, 2010. "Efficient Monte Carlo for Discrete Variance Contracts," Business School Working Papers 2010-05, Universidad Torcuato Di Tella.
• Junye Lia & Carlo Favero & Fulvio Ortu, 2010. "A Spectral Estimation of Tempered Stable Stochastic Volatility Models and Option Pricing," Working Papers 370, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
• Laura Mørch Andersen, 2010. "Maintaining symmetry of simulated likelihood functions," IFRO Working Paper 2010/16, University of Copenhagen, Department of Food and Resource Economics.
• Ron T. L. Chan & Simon Hubbert, 2010. "A Numerical Study of Radial Basis Function Based Methods for Options Pricing under the One Dimension Jump-diffusion Model," Papers 1011.5650, arXiv.org, revised Oct 2011.