股票衍生品市场非线性脉冲演化的变量方法

arXiv - PHYS - Pattern Formation and Solitons Pub Date : 2024-06-30 DOI:arxiv-2407.00554

Christopher Gaafele

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引用次数: 0

摘要

通过变分法研究了伊万斯维克期权定价模型。研究中同时使用了高斯公式和（sech）公式，两者的结果各有千秋。但在孤子解的存在性方面，他们都认为市场的高温支持孤子解的存在。

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Variational approach to nonlinear pulse evolution in stock derivative markets

The Ivancevic option pricing model is studied via variational approach. Both the Gaussian anstz and the (sech ansatz are used, and each has a unique results from one another. But in terms of existance of soliton solutions they both agree that hot market temperatures support the existance of soliton solutions.

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arXiv - PHYS - Pattern Formation and Solitons

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