Vector financial rogue waves (Q1928046): Difference between revisions

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Property / DOI: 10.1016/j.physleta.2011.09.026 / rank
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Latest revision as of 13:11, 16 December 2024

scientific article
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Vector financial rogue waves
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    Vector financial rogue waves (English)
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    2 January 2013
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    Black-Scholes option pricing model
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    the coupled nonlinear volatility and option pricing model
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    adaptive nonlinear Schrödinger equation
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    controlled stochastic volatility
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    financial markets
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    vector financial rogue waves (rogons)
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