A simple options training model
No abstract is available for this item.
|Date of creation:||1999|
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References listed on IDEAS
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- L. Ingber, 1998. "Some Applications of Statistical Mechanics of Financial Markets," Lester Ingber Papers 98sa, Lester Ingber.
- 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.
- M. Bowman & L. Ingber, 1997. "Canonical momenta of nonlinear combat," Lester Ingber Papers 97cm, Lester Ingber.
- L. Ingber & J.K. Wilson, 1999. "Volatility of volatility of financial markets," Lester Ingber Papers 99vv, Lester Ingber.
- L. Ingber, 1998. "Statistical mechanics of neocortical interactions: Training and testing canonical momenta indicators of EEG," Lester Ingber Papers 98ni, Lester Ingber.
- L. Ingber, 1986. "Statistical mechanics of neocortical interactions," Lester Ingber Papers 86ni, Lester Ingber.
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