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Statistical Mechanics of Financial Markets
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Lester Ingber
Apr 28, 1998, 3:00:00 AM4/28/98
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Some Applications of Statistical Mechanics of Financial Markets
L. Ingber
DRW Investments, LLC
Contact: Lester Ingber <mailto:ing...@ingber.com>
URL: http://www.ingber.com/markets97_smfm_appl.ps.Z
Comments: This is an archived PostScript file; please see
http://www.ingber.com/ for instructions on downloading
and expanding. Sorry, no hard copies are available.
Previous development of a statistical mechanics of financial
markets (SMFM) is summarized in the context of generalizing a
Black-Scholes model of options. Some previously published
numerical issues and applications are highlighted.
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