Solving the Ivancevic pricing model using the He's frecuency amplitude formulation

MaRDI QIDQ5355276zbMATH OpenFDO

Authors O. González-Gaxiola, Sunday O. Edeki, O. O. Ugbebor, Juan Ruiz de Chávez

Publication date 7 September 2017

Full work available at URL http://www.ejpam.com/index.php/ejpam/article/view/3065

zbMATH Keywords

option pricingamplitude-frequency formulationnonlinear Black-Scholes modelIvancevic pricing model

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Applications of statistical and quantum mechanics to economics (econophysics) (91B80) Wave equation (35L05)

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(5)

• Financial rogue waves
• Local fractional operator for analytical solutions of the \(K(2, 2)\)-focusing branch equations of time-fractional order
• A novel analytical technique for the solution of time-fractional Ivancevic option pricing model
• Prolific new M-fractional soliton behaviors to the Schrödinger type Ivancevic option pricing model by two efficient techniques
• SOLVING THE IVANCEVIC OPTIONS PRICING MODEL WITH THE NUMERICAL METHOD SOME BLAISE-ABBO (SBA)

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