Dark wave, rogue wave and perturbation solutions of Ivancevic option pricing model
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DOI: 10.1007/s11071-021-06642-6
Abstract: Under investigation in this paper is the Ivancevic option pricing model. Based on trial function method, rogue wave and dark wave solutions are constructed. By means of symbolic computation, these analytical solutions are obtained with… read more here.
Keywords: pricing model; ivancevic option; option pricing;