Patents by Inventor L. Eugene Cohler

L. Eugene Cohler has filed for patents to protect the following inventions. This listing includes patent applications that are pending as well as patents that have already been granted by the United States Patent and Trademark Office (USPTO).

  • Stabilized monte carlo technique and method and system of applying same to valuate assets including derivative securities
    Patent number: 7801789
    Abstract: A method of calculating derived variables comprises selecting a model equation, generating Monte Carlo paths and constructing a lattice of state variables, then calculating derived variables on the lattice. Derived variables for each Monte Carlo path are then calculated from the derived variables on the lattice, wherein the Monte Carlo path state variables are not restricted to the lattice node values.
    Type: Grant
    Filed: August 8, 2003
    Date of Patent: September 21, 2010
    Assignee: JPMorgan Chase Bank, N.A.
    Inventors: L. Eugene Cohler, Steven D. Kugelmass, Mark D. Feldman