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Financial Rogue Waves - MaRDI portal

Financial Rogue Waves (Q3010260)

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scientific article
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English
Financial Rogue Waves
scientific article

    Statements

    title
    Financial Rogue Waves (English)
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    author
    Zhenya Yan
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    publication date
    30 June 2011
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    zbMATH Keywords
    NLS equation
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    nonlinear option pricing model
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    financial rogue waves
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    Identifiers

    zbMATH DE Number
    5916520
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    OpenAlex ID
    W3099687097
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    arXiv ID
    0911.4259
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