Vector financial rogue waves (Q1928046)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Vector financial rogue waves |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vector financial rogue waves |
scientific article |
Statements
Vector financial rogue waves (English)
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
