26 citations · 41 across the 25 of their papers we have counts for
Showing 2010Show all
2 papers · 1 filter
q-fin.PR2010
New Financial Research Program: General Option-Price Wave Modeling
Vladimir G. Ivancevic
Recently, a novel adaptive wave model for financial option pricing has been proposed in the form of adaptive nonlinear Schrödinger (NLS) equation [Ivancevic a], as a high-complexit…
q-fin.PR2010
Adaptive Wave Models for Option Pricing Evolution: Nonlinear and Quantum Schrödinger Approaches
Vladimir G. Ivancevic
Adaptive wave model for financial option pricing is proposed, as a high-complexity alternative to the standard Black--Scholes model. The new option-pricing model, representing a co…