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A simple options training model

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  • L. Ingber

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Bibliographic Info

Paper provided by Lester Ingber in its series Lester Ingber Papers with number 99so.

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Date of creation: 1999
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Handle: RePEc:lei:ingber:99so

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  1. L. Ingber, 1986. "Statistical mechanics of neocortical interactions," Lester Ingber Papers 86ni, Lester Ingber.
  2. L. Ingber, 1998. "Some Applications of Statistical Mechanics of Financial Markets," Lester Ingber Papers 98sa, Lester Ingber.
  3. L. Ingber & J.K. Wilson, 1999. "Volatility of volatility of financial markets," Lester Ingber Papers 99vv, Lester Ingber.
  4. L. Ingber, 1998. "Statistical mechanics of neocortical interactions: Training and testing canonical momenta indicators of EEG," Lester Ingber Papers 98ni, Lester Ingber.
  5. Charles Quanwei Cao & Gurdip S. Bakshi & Zhiwu Chen, 1998. "Pricing and Hedging Long-Term Options," Yale School of Management Working Papers ysm90, Yale School of Management.
  6. M. Bowman & L. Ingber, 1997. "Canonical momenta of nonlinear combat," Lester Ingber Papers 97cm, Lester Ingber.
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Cited by:
  1. Lester Ingber, 2000. "High-resolution path-integral development of financial options," Papers physics/0001048, arXiv.org.
  2. L. Ingber & J.K. Wilson, 2000. "Statistical mechanics of financial markets: Exponential modifications to Black-Scholes," Lester Ingber Papers 00fm, Lester Ingber.

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