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Financial rogue waves
NLS equation Nonlinear option pricing model Financial rogue waves Financial rogons
2010/4/8
The financial rogue waves are reported analytically in the nonlinear option pricing model due to Ivancevic, which is nonlinear wave alternative of the Black-Scholes model. These solutions may be used ...
We analytically present the financial rogue waves in the nonlinear option pricing model due to Ivancevic, which is nonlinear wave alternative of the Black-Scholes model. These rogue wave solutions may...