Physical wave propagation and dynamics of the Ivancevic option pricing model
In this study, the Ivancevic option pricing model (IOPM), a nonlinear wave alternative to the traditional Black–Scholes option pricing model, is investigated. The Ivancevic option pricing model is formalized by adaptive nonlinear Schrodinger equations that characterize the option-pricing wave functi...
Gorde:
| Egile Nagusiak: | , , , , |
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| Formatua: | Artigo |
| Hizkuntza: | Inglês |
| Argitaratua: |
Elsevier
2023-09-01
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| Saila: | Results in Physics |
| Gaiak: | |
| Sarrera elektronikoa: | http://www.sciencedirect.com/science/article/pii/S2211379723005442 |
| Etiketak: |
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