Modulational Instability of the time-fractional Ivancevic option pricing model and the Coupled Nonlinear volatility and option price model

C. Gaafele, Edmond B. Madimabe, K. Ndebele +5

We study the time-fractional Ivancevic option pricing model and the coupled nonlinear volatility and option price model via both modulational instability (MI) analysis and direct s…