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Statistical mechanics of portfolios of options

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  • L. Ingber, 2002. "Statistical mechanics of portfolios of options," Lester Ingber Papers 02po, Lester Ingber.
    • Handle: RePEc:lei:ingber:02po
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    File URL: https://www.ingber.com/markets02_portfolio.pdf
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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, 1993. "Statistical mechanics of combat and extensions," Lester Ingber Papers 93ce, Lester Ingber.
    4. 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.
    5. L. Ingber, 1984. "Statistical mechanics of nonlinear nonequilibrium financial markets," Lester Ingber Papers 84nn, Lester Ingber.
    6. L. Ingber, 1996. "Canonical momenta indicators of financial markets and neocortical EEG," Lester Ingber Papers 96cm, Lester Ingber.
    7. L. Ingber, 1998. "Data mining and knowledge discovery via statistical mechanics in nonlinear stochastic systems," Lester Ingber Papers 98dm, Lester Ingber.
    8. L. Ingber & J.K. Wilson, 1999. "Volatility of volatility of financial markets," Lester Ingber Papers 99vv, Lester Ingber.
    9. 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.
    10. L. Ingber, 1992. "Generic mesoscopic neural networks based on statistical mechanics of neocortical interactions," Lester Ingber Papers 92gm, Lester Ingber.
    11. L. Ingber, 1997. "Statistical mechanics of neocortical interactions: Applications of canonical momenta indicators to electroencephalography," Lester Ingber Papers 97ni, Lester Ingber.
    12. L. Ingber, 1996. "Nonlinear nonequilibrium nonquantum nonchaotic statistical mechanics of neocortical interactions," Lester Ingber Papers 96nn, 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 & 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.
    15. L. Ingber, 1993. "Adaptive Simulated Annealing (ASA)," Lester Ingber Software asa, Lester Ingber.
    16. L. Ingber, 1986. "Statistical mechanics of neocortical interactions," Lester Ingber Papers 86ni, Lester Ingber.
    17. L. Ingber, 1998. "Statistical mechanics of neocortical interactions: Training and testing canonical momenta indicators of EEG," Lester Ingber Papers 98ni, Lester Ingber.
    18. L. Ingber, 1991. "Statistical mechanics of neocortical interactions: A scaling paradigm applied to electroencephalography," Lester Ingber Papers 91ni, Lester Ingber.
    19. L. Ingber, 1996. "Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading," Lester Ingber Papers 96nf, Lester Ingber.
    20. Lester Ingber & Radu Paul Mondescu, 2000. "Optimization of Trading Physics Models of Markets," Papers physics/0007075, arXiv.org.
    21. L. Ingber & R.P. Mondescu, 2003. "Automated internet trading based on optimized physics models of markets," Lester Ingber Papers 03ai, Lester Ingber.
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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, 2020. "Forecasting with importance-sampling and path-integrals: Applications to COVID-19," Lester Ingber Papers 20fi, Lester Ingber.

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    16. 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.
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    19. L. Ingber, 1994. "Statistical mechanics of neocortical interactions: Path-integral evolution of short-term memory," Lester Ingber Papers 94ni, Lester Ingber.
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