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A simple options training model

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  • L. Ingber, 1999. "A simple options training model," Lester Ingber Papers 99so, Lester Ingber.
    • Handle: RePEc:lei:ingber:99so
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    References listed on IDEAS

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    1. L. Ingber & J.K. Wilson, 1999. "Volatility of volatility of financial markets," Lester Ingber Papers 99vv, Lester Ingber.
    2. L. Ingber, 1998. "Some Applications of Statistical Mechanics of Financial Markets," Lester Ingber Papers 98sa, Lester Ingber.
    3. L. Ingber, 1997. "Statistical mechanics of neocortical interactions: Applications of canonical momenta indicators to electroencephalography," Lester Ingber Papers 97ni, Lester Ingber.
    4. M. Bowman & L. Ingber, 1997. "Canonical momenta of nonlinear combat," Lester Ingber Papers 97cm, Lester Ingber.
    5. Bakshi, Gurdip & Cao, Charles & Chen, Zhiwu, 2000. "Pricing and hedging long-term options," Journal of Econometrics, Elsevier, vol. 94(1-2), pages 277-318.
    6. L. Ingber, 1986. "Statistical mechanics of neocortical interactions," Lester Ingber Papers 86ni, Lester Ingber.
    7. L. Ingber, 1998. "Statistical mechanics of neocortical interactions: Training and testing canonical momenta indicators of EEG," Lester Ingber Papers 98ni, Lester Ingber.
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    Cited by:

    1. L. Ingber, 2017. "Quantum Path-Integral qPATHINT Algorithm," Lester Ingber Papers 17qa, Lester Ingber.
    2. 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.
    3. 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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