Printed from https://ideas.repec.org/n/nep-ore/2014-05-17.html
Report NEP-ORE-2014-05-17
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.
Other reports in NEP-ORE
The following items were announced in this report:
- António Alberto Santos & João Andrade, 2014. "Stochastic Volatility Estimation with GPU Computing," GEMF Working Papers 2014-10, GEMF, Faculty of Economics, University of Coimbra.
- Nassim N. Taleb, 2014. "Risk Neutral Option Pricing With Neither Dynamic Hedging nor Complete Markets," Papers 1405.2609, arXiv.org, revised Oct 2014.