Paper: A simple options training model

[Lester Ingber]

The paper markets98_spread.ps.Z [40K] is available at my InterNet archive:
          %A L. Ingber
          %T A simple options training model
          %R LIR-98-2-SOTM
          %I Lester Ingber Research
          %C Chicago, IL
          %D 1998
          %O URL http://www.ingber.com/markets98_spread.ps.Z

          Options   pricing   can   be   based  on  sophisticated
          stochastic differential equation models.  However, many
          traders,  expert in their art of trading, develop their
          skills and intuitions based on loose analogies to  such
          models  and  on  games  designed  to tune their trading
          skills,  not  unlike  the  state  of  affairs  in  many
          disciplines.  An analysis of one such game reveals some
          simple but relevant  probabilistic  insights  into  the
          nature  of  options trading often not discussed in most
          texts.

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-- 
 /* Lester Ingber                                 Lester Ingber Research *
  * PO Box 06440     Wacker Dr PO Sears Tower     Chicago, IL 60606-0440 *
  * http://www.ingber.com/  ingber at ingber.com  ingber at alumni.caltech.edu */