Application of statistical mechanics methodology to term-structure bond- pricing models
DOI10.1016/0895-7177(91)90107-IzbMATH Open0754.60124OpenAlexW2158722218WikidataQ58388225 ScholiaQ58388225MaRDI QIDQ1197724FDOQ1197724
Authors: Lester Ingber, Michael F. Wehner, George M. Jabbour, Theodore M. Barnhill 
Publication date: 16 January 1993
Published in: Mathematical and Computer Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0895-7177(91)90107-i
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Cited In (10)
- Statistical mechanics of neocortical interactions: training and testing canonical momenta indicators of EEG
- Path-integral calculation of multivariate Fokker-Planck systems
- Data mining and knowledge discovery via statistical mechanics in nonlinear stochastic systems
- Volatility of volatility of financial markets
- Genetic algorithms and very fast simulated reannealing: A comparison
- Statistical mechanics of financial markets: exponential modifications to Black-Scholes.
- Simulated annealing: Practice versus theory
- Metaheuristics: A bibliography
- Path-integral evolution of chaos embedded in noise: Duffing neocortical analog
- Statistical mechanics of nonlinear nonequilibrium financial markets: Applications to optimized trading
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