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...
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2023-09-01
|
| Series: | Results in Physics |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2211379723005442 |