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...
Gardado en:
| Principais autores: | , , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado: |
Elsevier
2023-09-01
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| Series: | Results in Physics |
| Assuntos: | |
| Acceso en liña: | http://www.sciencedirect.com/science/article/pii/S2211379723005442 |
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