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arXiv · 2606.13881

A Betchov-Type Hydrodynamic Formulation of the Ivancevic Option-Pricing Equation

Sandeep Kumar
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Abstract

We show that, under constant-coefficient assumptions, the Ivancevic option-pricing nonlinear Schr\"odinger equation admits a Betchov-type hydrodynamic formulation analogous to the one appearing in the context of the vortex filament equation. We identify the corresponding continuity equation and momentum-type conservation law satisfied by the density--velocity pair and illustrate the formulation on known Ivancevic-type soliton solutions. The resulting interpretation is structural and model-dependent, and is intended as a bridge between nonlinear wave formulations in mathematical finance and geometric fluid mechanics.

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Sandeep Kumar. 2026-06-11. A Betchov-Type Hydrodynamic Formulation of the Ivancevic Option-Pricing Equation. https://arxiv.org/abs/2606.13881

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