Variational approach to nonlinear pulse evolution in stock derivative markets
Fuente:
arXiv
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| Format: | Preprint |
| Published: |
2024
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| _version_ | 1866909245470932992 |
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| author | Gaafele, Christopher |
| author_facet | Gaafele, Christopher |
| contents | The Ivancevic option pricing model is studied via variational approach. Both the Gaussian anstz and the (sech ansatz are used, and each has a unique results from one another. But in terms of existance of soliton solutions they both agree that hot market temperatures support the existance of soliton solutions. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2407_00554 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Variational approach to nonlinear pulse evolution in stock derivative markets Gaafele, Christopher Pattern Formation and Solitons The Ivancevic option pricing model is studied via variational approach. Both the Gaussian anstz and the (sech ansatz are used, and each has a unique results from one another. But in terms of existance of soliton solutions they both agree that hot market temperatures support the existance of soliton solutions. |
| title | Variational approach to nonlinear pulse evolution in stock derivative markets |
| topic | Pattern Formation and Solitons |
| url | https://arxiv.org/abs/2407.00554 |