Probability tree algorithm for general diffusion processes
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References listed on IDEAS
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"High-resolution path-integral development of financial options,"
Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 283(3), pages 529-558.
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Cited by:
- L. Ingber, 2018. "Quantum path integral for financial options," Lester Ingber Papers 18qp, Lester Ingber.
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- L. Ingber, 2009. "Statistical mechanics of neocortical interactions: Portfolio of physiological indicators," Lester Ingber Papers 09pp, Lester Ingber.
- L. Ingber, 2007.
"Real Options for Project Schedules (ROPS),"
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- L. Ingber, 2010. "Real Options for Project Schedules (ROPS)," Lester Ingber Papers 10ro, Lester Ingber.
- L. Ingber, 2018.
"Quantum Variables in Finance and Neuroscience,"
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- L. Ingber, 2018. "Quantum Variables in Finance and Neuroscience II," Lester Ingber Papers 18fn, Lester Ingber.
- L. Ingber, 2017. "Quantum Path-Integral qPATHINT Algorithm," Lester Ingber Papers 17qa, Lester Ingber.
- Lester Ingber, 2020.
"Developing Bid-Ask Probabilities for High-Frequency Trading,"
Virtual Economics, The London Academy of Science and Business, vol. 3(2), pages 7-24, April.
- L. Ingber, 2020. "Developing bid-ask probabilities for high-frequency trading," Lester Ingber Papers 19db, Lester Ingber.
- L. Ingber, 2012. "Columnar EEG magnetic influences on molecular development of short-term memory," Lester Ingber Papers 12ce, Lester Ingber.
- repec:lei:ingber:12ef is not listed on IDEAS
- L. Ingber, 2015. "Synergy among multiple scales of neocortical interactions," Lester Ingber Papers 15sc, Lester Ingber.
- L. Ingber, 2016. "Path-integral quantum PATHTREE and PATHINT algorithms," Lester Ingber Papers 16pi, Lester Ingber.
- L. Ingber, 2015. "Calculating consciousness correlates at multiple scales of neocortical interactions," Lester Ingber Papers 15cm, Lester Ingber.
- L. Ingber, 2017. "Options on quantum money: Quantum path-integral with serial shocks," Lester Ingber Papers 17oq, Lester Ingber.
- L. Ingber, 2018. "Quantum calcium-ion interactions with EEG," Lester Ingber Papers 18qc, Lester Ingber.
- L. Ingber, 2009. "Statistical mechanics of neocortical interactions: Nonlinear columnar electroencephalography," Lester Ingber Papers 09nc, Lester Ingber.
- L. Ingber, 2012. "Influence of macrocolumnar EEG on Ca waves," Lester Ingber Papers 12im, Lester Ingber.
- repec:lei:ingber:13ef is not listed on IDEAS
- L. Ingber, 2011. "Computational algorithms derived from multiple scales of neocortical processing," Lester Ingber Papers 11ca, Lester Ingber.
- L. Ingber, 2020. "Forecasting with importance-sampling and path-integrals: Applications to COVID-19," Lester Ingber Papers 20fi, Lester Ingber.
- L. Ingber, 2002. "Statistical mechanics of portfolios of options," Lester Ingber Papers 02po, Lester Ingber.
- L. Ingber, 2017. "Evolution of regenerative Ca-ion wave-packet in neuronal-firing fields: Quantum path-integral with serial shocks," Lester Ingber Papers 17qp, Lester Ingber.
- L. Ingber, 2021. "Hybrid classical-quantum computing: Applications to statistical mechanics of financial markets," Lester Ingber Papers 21cq, Lester Ingber.
- L. Ingber, 2021. "Hybrid classical-quantum computing: Applications to statistical mechanics of neocortical interactions," Lester Ingber Papers 21hc, Lester Ingber.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ETS-2001-08-15 (Econometric Time Series)
- NEP-EVO-2001-08-15 (Evolutionary Economics)
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