{"title":"Variational approach to nonlinear pulse evolution in stock derivative markets","authors":"Christopher Gaafele","doi":"arxiv-2407.00554","DOIUrl":null,"url":null,"abstract":"The Ivancevic option pricing model is studied via variational approach. Both\nthe Gaussian anstz and the (sech ansatz are used, and each has a unique results\nfrom one another. But in terms of existance of soliton solutions they both\nagree that hot market temperatures support the existance of soliton solutions.","PeriodicalId":501370,"journal":{"name":"arXiv - PHYS - Pattern Formation and Solitons","volume":"321 1","pages":""},"PeriodicalIF":0.0000,"publicationDate":"2024-06-30","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"arXiv - PHYS - Pattern Formation and Solitons","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/arxiv-2407.00554","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"","JCRName":"","Score":null,"Total":0}
引用次数: 0
Abstract
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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