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Probability tree algorithm for general diffusion processes

Author

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  • L. Ingber

    ()

  • C. Chen
  • R.P. Mondescu
  • D. Muzzall
  • M. Renedo

Abstract

No abstract is available for this item.

Suggested Citation

  • L. Ingber & C. Chen & R.P. Mondescu & D. Muzzall & M. Renedo, 2001. "Probability tree algorithm for general diffusion processes," Lester Ingber Papers 01pt, Lester Ingber.
  • Handle: RePEc:lei:ingber:01pt
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    File URL: https://www.ingber.com/path01_pathtree.pdf
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    References listed on IDEAS

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    1. L. Ingber, 1990. "Statistical mechanical aids to calculating term structure models," Lester Ingber Papers 90ac, Lester Ingber.
    2. L. Ingber & P.L. Nunez, 1995. "Statistical mechanics of neocortical interactions: High resolution path-integral calculation of short-term memory," Lester Ingber Papers 95ni, Lester Ingber.
    3. L. Ingber, 1995. "Path-integral evolution of multivariate systems with moderate noise," Lester Ingber Papers 95pe, Lester Ingber.
    4. L. Ingber & J.K. Wilson, 1999. "Volatility of volatility of financial markets," Lester Ingber Papers 99vv, Lester Ingber.
    5. 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.
    6. L. Ingber & R. Srinivasan & P.L. Nunez, 1996. "Path-integral evolution of chaos embedded in noise: Duffing neocortical analog," Lester Ingber Papers 96pi, Lester Ingber.
    7. L. Ingber, 1986. "Statistical mechanics of neocortical interactions," Lester Ingber Papers 86ni, Lester Ingber.
    8. Cox, John C. & Ross, Stephen A. & Rubinstein, Mark, 1979. "Option pricing: A simplified approach," Journal of Financial Economics, Elsevier, vol. 7(3), pages 229-263, September.
    Full references (including those not matched with items on IDEAS)

    Citations

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    Cited by:

    1. L. Ingber, 2007. "Real Options for Project Schedules (ROPS)," Lester Ingber Papers 07ro, Lester Ingber.
    2. L. Ingber, 2017. "Quantum Path-Integral qPATHINT Algorithm," Lester Ingber Papers 17qa, Lester Ingber.
    3. L. Ingber, 2012. "Columnar EEG magnetic influences on molecular development of short-term memory," Lester Ingber Papers 12ce, Lester Ingber.
    4. L. Ingber, 2009. "Statistical mechanics of neocortical interactions: Nonlinear columnar electroencephalography," Lester Ingber Papers 09nc, Lester Ingber.
    5. L. Ingber, 2012. "Influence of macrocolumnar EEG on Ca waves," Lester Ingber Papers 12im, Lester Ingber.
    6. repec:lei:ingber:13ef is not listed on IDEAS
    7. L. Ingber, 2011. "Computational algorithms derived from multiple scales of neocortical processing," Lester Ingber Papers 11ca, Lester Ingber.
    8. L. Ingber, 2002. "Statistical mechanics of portfolios of options," Lester Ingber Papers 02po, Lester Ingber.

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