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Financial rogue waves

The financial rogue waves are reported analytically in the nonlinear option pricing model due to Ivancevic, which is nonlinear wave alternative of the Black-Scholes model. These solutions may be used to describe the possible physical mechanisms for rogue wave phenomenon in financial markets and related fields.

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AuthorshipTopic signalTopic signalTopic signalTopic signalWFinancial rogue wavespreprint / 2010AZhenya YanResearcherTnlin.PS1025 worksTnlin.SI903 worksTq-fin.CP403 worksTq-fin.PR204 works
PaperSignal 105 links

Financial rogue waves

preprint / 2010

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