Adaptive Wave Models for Sophisticated Option Pricing

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org

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"Adaptive Wave Models for Sophisticated Option Pricing"
written by Vladimir G. Ivancevic,
published by Journal of Mathematical Finance, Vol.1 No.3, 2011

has been cited by the following article(s):

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[1]	Rogue waves based on the coupled nonlinear Schrödinger option pricing model with external potential
	Modern Physics Letters B, 2022

[2]	Analysis and dynamics of the Ivancevic option pricing model with a novel fractional calculus approach
	Waves in Random and Complex Media, 2022

[3]	Research Article Integrability, Variational Principle, Bifurcation, and New Wave Solutions for the Ivancevic Option Pricing Model
	2022

[4]	On this page
	Journal of Mathematics, 2022

[5]	New Solutions for IOPM and (3+ 1)-Dimensional NLWE in Liquid with Gas Bubbles
	Journal of the Institute of Science and …, 2022

[6]	New Solutions for IOPM and (3+ 1)-Dimensional NLWE in Liquid with Gas Bubbles.
	Journal of the Institute of …, 2022

[7]	Non-linear Black-Scholes Option Pricing Model based on Quantum Dynamics.
	COMPLEXIS, 2022

[8]	SOLVING THE IVANCEVIC OPTIONS PRICING MODEL WITH THE NUMERICAL METHOD SOME BLAISE-ABBO (SBA).
	Advances in Differential …, 2021

[9]	A novel analytical technique for the solution of time-fractional Ivancevic option pricing model
	2020

[10]	Using Wind Shock-Waves and Turbulence as a Soft Attrition Capability against a Smart Adversary Team of UAVs
	2017

[11]	Nonlinear Schrödinger approach to European option pricing
	Open Physics, 2017

[12]	Solving the Ivancevic Pricing Model Using the He's Frecuency Amplitude Formulation
	2017

[13]	Analytical solutions of the Ivancevic option pricing model with a nonzero adaptive market potential
	2017

[14]	Cognitive Supervisor for an Autonomous Swarm of Robots
	2016

[15]	SOLVING THE IVANCEVIC OPTION PRICING MODEL USING THE ELSAKI-ADOMIAN DECOMPOSITION METHOD
	International Journal of Applied Mathematics, 2015

[16]	Controlled complexity in pulse conduction: Traveling solitons from neural to optical fibers.
	Mathematics in Engineering, Science & Aerospace (MESA), 2014

[17]	Controlled complexity in pulse conduction: Traveling solitons from neural to optical fibers
	2014

[18]	Sine--Gordon Solitons, Kinks and Breathers as Physical Models of Nonlinear Excitations in Living Cellular Structures
	2013

[19]	Sine-Gordon Solitons, Kinks and Breathers as Physical Models of Nonlinear Excitations in Living Cellular Structures
	arXiv preprint arXiv:1305.0613, 2013

[20]	Pricing Options on Foreign Currency with a Preset Exchange Rate
	Journal of Mathematical Finance, 2012

[1]	Analysis and dynamics of the Ivancevic option pricing model with a novel fractional calculus approach Waves in Random and Complex Media, 2022 DOI:10.1080/17455030.2022.2070684

[2]	Rogue waves based on the coupled nonlinear Schrödinger option pricing model with external potential Modern Physics Letters B, 2022 DOI:10.1142/S0217984922500579

[3]	Integrability, Variational Principle, Bifurcation, and New Wave Solutions for the Ivancevic Option Pricing Model Journal of Mathematics, 2022 DOI:10.1155/2022/9354856

[4]	New Solutions for IOPM and (3+1)-Dimensional NLWE in Liquid with Gas Bubbles Journal of the Institute of Science and Technology, 2022 DOI:10.21597/jist.1130700

[5]	New Solutions for IOPM and (3+1)-Dimensional NLWE in Liquid with Gas Bubbles Iğdır Üniversitesi Fen Bilimleri Enstitüsü Dergisi, 2022 DOI:10.21597/jist.1130700

[6]	A novel analytical technique for the solution of time-fractional Ivancevic option pricing model Physica A: Statistical Mechanics and its Applications, 2020 DOI:10.1016/j.physa.2020.124380

[7]	Nonlinear Schrödinger approach to European option pricing Open Physics, 2017 DOI:10.1515/phys-2017-0031

[8]	Cognitive Supervisor for an Autonomous Swarm of Robots Intelligent Control and Automation, 2017 DOI:10.4236/ica.2017.81004

[9]	Pricing Options on Foreign Currency with a Preset Exchange Rate Journal of Mathematical Finance, 2012 DOI:10.4236/jmf.2012.23024

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