摘要
We analytically give 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 be used to describe thepossible physical mechanisms for rogue wave phenomenon in financial markets and related fields.
We analytically give 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 be used to describe the possible physical mechanisms for rogue wave phenomenon in financial markets and related fields.
基金
Supported by National Natural Science Foundation of China under Grant No.60821002/F02
