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Statistical mechanics of portfolios of options

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File URL: https://www.ingber.com/markets02_portfolio.pdf
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Paper provided by Lester Ingber in its series Lester Ingber Papers with number 02po.

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Date of creation: 2002
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Handle: RePEc:lei:ingber:02po
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  1. L. Ingber, 1993. "Statistical mechanics of combat and extensions," Lester Ingber Papers 93ce, Lester Ingber.
  2. Lester Ingber, 2000. "High-resolution path-integral development of financial options," Papers physics/0001048, arXiv.org.
  3. L. Ingber & M.F. Wehner & G.M. Jabbour & T.M. Barnhill, 1991. "Application of statistical mechanics methodology to term-structure bond-pricing models," Lester Ingber Papers 91as, Lester Ingber.
  4. L. Ingber, 1986. "Statistical mechanics of neocortical interactions," Lester Ingber Papers 86ni, Lester Ingber.
  5. L. Ingber, 1984. "Statistical mechanics of nonlinear nonequilibrium financial markets," Lester Ingber Papers 84nn, Lester Ingber.
  6. L. Ingber & J.K. Wilson, 1999. "Volatility of volatility of financial markets," Lester Ingber Papers 99vv, Lester Ingber.
  7. L. Ingber & R.P. Mondescu, 2003. "Automated internet trading based on optimized physics models of markets," Lester Ingber Papers 03ai, Lester Ingber.
  8. L. Ingber, 1993. "Adaptive Simulated Annealing (ASA)," Lester Ingber Software asa, Lester Ingber.
  9. Lester Ingber & Radu Paul Mondescu, 2000. "Optimization of Trading Physics Models of Markets," Papers physics/0007075, arXiv.org.
  10. 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.
  11. L. Ingber, 1990. "Statistical mechanical aids to calculating term structure models," Lester Ingber Papers 90ac, Lester Ingber.
  12. L. Ingber, 1996. "Canonical momenta indicators of financial markets and neocortical EEG," Lester Ingber Papers 96cm, Lester Ingber.
  13. 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.
  14. L. Ingber, 1998. "Data mining and knowledge discovery via statistical mechanics in nonlinear stochastic systems," Lester Ingber Papers 98dm, Lester Ingber.
  15. L. Ingber, 1996. "Nonlinear nonequilibrium nonquantum nonchaotic statistical mechanics of neocortical interactions," Lester Ingber Papers 96nn, Lester Ingber.
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Cited by:

  1. L. Ingber, 2007. "Real Options for Project Schedules (ROPS)," Lester Ingber Papers 07ro, Lester Ingber.

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