Vector financial rogue waves (Q1928046)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Vector financial rogue waves |
scientific article |
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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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0.904731810092926
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0.6894896626472473
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0.6822421550750732
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0.669257402420044
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