Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading
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Bibliographic InfoPaper provided by Lester Ingber in its series Lester Ingber Papers with number 96nf.
Date of creation: 1996
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- Ingber, Lester, 2000.
"High-resolution path-integral development of financial options,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 283(3), pages 529-558.
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- Lester Ingber & Radu Paul Mondescu, 2000.
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- Robert Pereira, 2000.
"Genetic Algorithm Optimisation for Finance and Investment,"
2000.02, School of Economics, La Trobe University.
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- L. Ingber & J.K. Wilson, 2000. "Statistical mechanics of financial markets: Exponential modifications to Black-Scholes," Lester Ingber Papers 00fm, Lester Ingber.
- L. Ingber, 1993. "ASA-README included with ASA code," Lester Ingber Papers 93as, Lester Ingber.
- L. Ingber & R.P. Mondescu, 2003. "Automated internet trading based on optimized physics models of markets," Lester Ingber Papers 03ai, Lester Ingber.
- M. Bowman & L. Ingber, 1997. "Canonical momenta of nonlinear combat," Lester Ingber Papers 97cm, Lester Ingber.
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