Hope you can come to EMSCR '96, Vienna (4/2).
Associates and I have been working in this area since 1985 (publications
available on request). Most recent work, some proprietary, has been done
with Rodney Smith, Arthur Andersen LLP. He and I shall be presenting some
high-level overviews in Vienna.
Look forward to seeing you there or hearing from you; you're asking a good
question -- and good questions are hard to find.
More direct treatment will be discussed at IEEE/IAFE Conference in New
York (I'm chairing and presenting at Market Models Section; Smith will be
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