Financial Rogue Waves
From MaRDI portal
Publication:3010260
DOI10.1088/0253-6102/54/5/31zbMath1219.91143arXiv0911.4259MaRDI QIDQ3010260
Publication date: 30 June 2011
Published in: Communications in Theoretical Physics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0911.4259
91G20: Derivative securities (option pricing, hedging, etc.)
Related Items
Modulational instability, beak-shaped rogue waves, multi-dark-dark solitons and dynamics in pair-transition-coupled nonlinear Schrödinger equations, Modulational instability and dynamics of multi-rogue wave solutions for the discrete Ablowitz-Ladik equation, Versatile rogue waves in scalar, vector, and multidimensional nonlinear systems, Rogue-pair and dark-bright-rogue waves of the coupled nonlinear Schrödinger equations from inhomogeneous femtosecond optical fibers, Higher-order vector discrete rogue-wave states in the coupled Ablowitz-Ladik equations: Exact solutions and stability, New homoclinic rogue wave solution for the coupled Schrodinger- Boussinesq equation, Heavy ion-acoustic rogue waves in electron-positron multi-ion plasmas, The n -component nonlinear Schrödinger equations: dark–bright mixed N - and high-order solitons and breathers, and dynamics, Parity-time-symmetric rational vector rogue waves of the n-component nonlinear Schrödinger equation, Dynamics of kink solitary waves and lump waves with interaction phenomena in a generalized (3+1)-dimensional Kadomtsev–Petviashvili–Boussinesq equation, Novel Rogue Waves for a Mixed Coupled Nonlinear Schrödinger Equation on Darboux-Dressing Transformation, BI-SOLITONS, BREATHER SOLUTION FAMILY AND ROGUE WAVES FOR THE (2+1)-DIMENSIONAL NONLINEAR SCHRÖDINGER EQUATION, Nonlinear self-dual network equations: modulation instability, interactions of higher-order discrete vector rational solitons and dynamical behaviours, A weakly coupled Hirota equation and its rogue waves, Controlling temporal solitary waves in the generalized inhomogeneous coupled nonlinear Schrödinger equations with varying source terms, Darboux transformation and Rogue waves of the Kundu-nonlinear Schrödinger equation, Nonlinear Waves on Localized and Periodic Backgrounds with Time-Space Modulation, Rogue waves in nonlinear Schrödinger models with variable coefficients: application to Bose-Einstein condensates, Lump, mixed lump-kink, breather and rogue waves for a B-type Kadomtsev-Petviashvili equation, Deep learning neural networks for the third-order nonlinear Schrödinger equation: bright solitons, breathers, and rogue waves, Modulation instability, rogue waves and conservation laws in higher-order nonlinear Schrödinger equation, Generalized Darboux Transformations, Rogue Waves, and Modulation Instability for the Coherently Coupled Nonlinear Schrödinger Equations in Nonlinear Optics, Generation of double Sasa-Satsuma, double Kuznetsov-Ma and other exotic solutions of cubic-quintic Ginzburg-Landau equation in a left-handed material, Bright‐Dark Rogue Waves, Dynamics of breathers and rogue waves in scalar and multicomponent nonlinear systems, Higher-order rogue waves with controllable fission and asymmetry localized in a (3 + 1)-dimensional generalized Boussinesq equation, General rogue waves in the AB system, Rogue wave solutions of (3+1)-dimensional Kadomtsev-Petviashvili equation by a direct limit method, New rogue waves and dark-bright soliton solutions for a coupled nonlinear Schrödinger equation with variable coefficients, Breather interactions and higher-order nonautonomous rogue waves for the inhomogeneous nonlinear Schrödinger Maxwell-Bloch equations, Novel rogue waves in an inhomogenous nonlinear medium with external potentials, Optical temporal rogue waves in the generalized inhomogeneous nonlinear Schrödinger equation with varying higher-order even and odd terms, Rogue waves management by external potentials, Rogue wave in Titan's atmosphere, Conservation laws and self-consistent sources for a super integrable equation hierarchy, Turbulence and shock-waves in crowd dynamics, On \(N\)th-order rogue wave solution to the generalized nonlinear Schrödinger equation, Darboux transformation and rogue wave solutions for the variable-coefficients coupled Hirota equations, Rogon-like solutions excited in the two-dimensional nonlocal nonlinear Schrödinger equation, Rational solutions to the KPI equation and multi rogue waves, Various breathers and rogue waves for the coupled long-wave-short-wave system, Matter rogue waves and management by external potentials for coupled Gross-Pitaevskii equation, Dynamical behaviour of rogue wave solutions in a multi-component AB system, Optical rogue waves for the coherently coupled nonlinear Schrödinger equation with alternate signs of nonlinearities, Rogue wave solutions and generalized Darboux transformation for an inhomogeneous fifth-order nonlinear Schrödinger equation, Three-wave resonant interactions: multi-dark-dark-dark solitons, breathers, rogue waves, and their interactions and dynamics, Rogue waves of nonlinear Schrödinger equation with time-dependent linear potential function, New rational homoclinic and rogue waves for Davey-Stewartson equation, A symbolic computation approach to constructing rogue waves with a controllable center in the nonlinear systems, Analytical traveling-wave solutions to a generalized Gross-Pitaevskii equation with some new time and space varying nonlinearity coefficients and external fields, Vector financial rogue waves, Alfvénic rogue waves, Hybrid solutions of (3 + 1)-dimensional Jimbo-Miwa equation, Dynamics of the higher-order rogue waves for a generalized mixed nonlinear Schrödinger model, Higher-order rational solitons and rogue-like wave solutions of the \((2+1)\)-dimensional nonlinear fluid mechanics equations, Rogue waves of a \((3+1)\)-dimensional nonlinear evolution equation, Solitons in nonlinear systems with higher-order effects, Rogue wave and a pair of resonance stripe solitons to a reduced (3+1)-dimensional Jimbo-Miwa equation, Rational solutions and lump solutions to the generalized \((3+1)\)-dimensional shallow water-like equation, Beak-shaped rogue waves for a higher-order coupled nonlinear Schrödinger system with \(4 \times 4\) Lax pair, Optimal portfolio for a defined-contribution pension plan under a constant elasticity of variance model with exponential utility, Multi-component nonlinear Schrödinger equations with nonzero boundary conditions: higher-order vector Peregrine solitons and asymptotic estimates, Long-time asymptotics for the focusing Hirota equation with non-zero boundary conditions at infinity via the Deift-Zhou approach, Semi-rational vector rogon-soliton solutions of the five-component Manakov/NLS system with mixed backgrounds, Rogue waves, semirational rogue waves and W-shaped solitons in the three-level coupled Maxwell-Bloch equations, Rational vector rogue waves for the \(n\)-component Hirota equation with non-zero backgrounds, Periodic solutions and Whitham modulation equations for the Lakshmanan-Porsezian-Daniel equation, Exotic vector freak waves in the nonlocal nonlinear Schrödinger equation, General rogue wave solutions under SU(2) transformation in the vector Chen-Lee-Liu nonlinear Schrödinger equation, Dust ion acoustic freak waves in a plasma with two temperature electrons featuring Tsallis distribution, Effect of polarization force on small amplitude dust kinetic Alfvén solitary and rogue waves in a nonextensive plasma, Continuous limit and position adjustable rogue wave solutions for the semi-discrete complex coupled system associated with \(4\times 4\) Lax pair, Data-driven rogue waves and parameters discovery in nearly integrable \(\mathcal{PT}\)-symmetric Gross-Pitaevskii equations via PINNs deep learning, Solitons, breathers and rogue waves in the coupled nonlocal reverse-time nonlinear Schrödinger equations, Modulational instability and higher order-rogue wave solutions for the generalized discrete Hirota equation, Abound rogue wave type solutions to the extended \((3+1)\)-dimensional Jimbo-Miwa equation, Focusing and defocusing Hirota equations with non-zero boundary conditions: inverse scattering transforms and soliton solutions, Localized excitations and interactional solutions for the reduced Maxwell-Bloch equations, Modulation instability and dynamics for the Hermitian symmetric space derivative nonlinear Schrödinger equation, Dynamics of higher-order localized waves for a coupled nonlinear Schrödinger equation, Three-component nonlinear Schrödinger equations: modulational instability, \(N\)th-order vector rational and semi-rational rogue waves, and dynamics, On breather waves, rogue waves and solitary waves to a generalized (2+1)-dimensional Camassa-Holm-Kadomtsev-Petviashvili equation, The NLS\((n,n)\) equation: multi-hump compactons and their stability and interaction scenarios, Inverse scattering and \(N\)-triple-pole soliton and breather solutions of the focusing nonlinear Schrödinger hierarchy with nonzero boundary conditions, A simple study of the correlation effects in the superposition of waves of electric fields: the emergence of extreme events, Line soliton interactions for shallow ocean waves and novel solutions with peakon, ring, conical, columnar, and lump structures based on fractional KP equation, Dynamic behaviors of interaction solutions of (3 + 1)-dimensional shallow water wave equation, Inverse scattering transform of an extended nonlinear Schrödinger equation with nonzero boundary conditions and its multisoliton solutions, A new nonlinear equation with lump-soliton, lump-periodic, and lump-periodic-soliton solutions, Rogue wave and multiple lump solutions of the \((2+1)\)-dimensional Benjamin-Ono equation in fluid mechanics, Multiple rogue wave and breather solutions for the \((3+1)\)-dimensional KPI equation, Novel higher-order rational solitons and dynamics of the defocusing integrable nonlocal nonlinear Schrödinger equation via the determinants, A Hermitian symmetric space Fokas-Lenells equation: solitons, breathers, rogue waves, Rogue wave solutions of AB system, Simple high-order boundary conditions for computing rogue waves in the nonlinear Schrödinger equation, Semi-rational vector rogon-soliton solutions and asymptotic analysis for any \(n\)-component nonlinear Schrödinger equation with mixed boundary conditions, Stable solitons and interactions of the logarithmic nonlinear Schrödinger equation with two \(\mathcal{PT} \)-symmetric non-periodic potentials, Controllable rogue waves in a compressible hyperelastic plate, Rogue waves in the (2+1)-dimensional nonlinear Schrodinger equations, Dynamics of localized wave solutions for the coupled Higgs field equation, Riemann-Hilbert method and multi-soliton solutions of the Kundu-nonlinear Schrödinger equation, Vector semi-rational rogon-solitons and asymptotic analysis for any multi-component Hirota equations with mixed backgrounds, Deformation conjecture: deforming lower dimensional integrable systems to higher dimensional ones by using conservation laws, Coupled cubic-quintic nonlinear Schrödinger equation: novel bright-dark rogue waves and dynamics
