Vector financial rogue waves

Physics Letters, Section A: General, Atomic and Solid State Physics

Volumn 375, Issue 48, 2011, Pages 4274-4279

  Yan, Zhenya ^a  

^a INSTITUTE OF SYSTEMS SCIENCE   (China)

Author keywords

Adaptive nonlinear Schr dinger equation; Black Scholes option pricing model; Controlled stochastic volatility; Financial markets; The coupled nonlinear volatility and option pricing model; Vector financial rogue waves (rogons)

Indexed keywords

EID: 80455130153     PISSN: 03759601     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.physleta.2011.09.026     Document Type: Article

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