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arXiv · 2407.00554

Variational approach to nonlinear pulse evolution in stock derivative markets

Christopher Gaafele
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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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Christopher Gaafele. 2024-06-30. Variational approach to nonlinear pulse evolution in stock derivative markets. https://arxiv.org/abs/2407.00554

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