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- W3147669166 abstract "We analytically give the financial rogue waves in the nonlinear option pricing model due to Ivancevic, which is nonlinear wave alternative of the Black-Scholes model.These rogue wave solutions may be used to describe the possible physical mechanisms for rogue wave phenomenon in financial markets and related fields." @default.
- W3147669166 created "2021-04-13" @default.
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- W3147669166 date "2010-01-01" @default.
- W3147669166 modified "2023-09-23" @default.
- W3147669166 title "Financial Rogue Waves" @default.
- W3147669166 hasPublicationYear "2010" @default.
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