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Bibliographic Details
Main Author: Gaafele, Christopher
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2407.00554
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Table of 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.