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- W3099687097 abstract "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." @default.
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- W3099687097 date "2010-11-01" @default.
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- W3099687097 title "Financial Rogue Waves" @default.
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- W3099687097 doi "https://doi.org/10.1088/0253-6102/54/5/31" @default.
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