Exploring chaos and sensitivity in the Ivancevic option pricing model through perturbation analysis.
This study explores the Ivancevic Option Pricing Model, a nonlinear wave-based alternative to the Black-Scholes model, using adaptive nonlinear Schrödingerr equations to describe the option-pricing wave function influenced by stock price and time. Our focus is on a comprehensive analysis of this equ...
Saved in:
| Main Authors: | , , , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2024-01-01
|
| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0312805 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|