Variational approach to nonlinear pulse evolution in stock derivative markets

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.

I want it removed since it is theoretically incorrect. I derived the dispersion relation in terms of the chirp Eq.10 and Eq.18 describing them to influence the shape of the soliton depending on whether the dispersion is real or imaginary