Vector financial rogue waves (Q1928046): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Oceanic Rogue Waves / rank
 
Normal rank
Property / cites work
 
Property / cites work: Physical mechanisms of the rogue wave phenomenon. / rank
 
Normal rank
Property / cites work
 
Property / cites work: The inverse scattering transform: tools for the nonlinear Fourier analysis and filtering of ocean surface waves. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Waves that appear from nowhere and disappear without a trace / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonautonomous ``rogons'' in the inhomogeneous nonlinear Schrödinger equation with variable coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Financial Rogue Waves / rank
 
Normal rank
Property / cites work
 
Property / cites work: Water waves, nonlinear Schrödinger equations and their solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Rogon-like solutions excited in the two-dimensional nonlocal nonlinear Schrödinger equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Pricing of Options and Corporate Liabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4905685 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4521614 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4863379 / rank
 
Normal rank

Latest revision as of 00:53, 6 July 2024

scientific article
Language Label Description Also known as
English
Vector financial rogue waves
scientific article

    Statements

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

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references