Article ID Journal Published Year Pages File Type
10728957 Physics Letters A 2011 6 Pages PDF
Abstract
► We investigate the coupled nonlinear volatility and option pricing model. ► We analytically present vector financial rogue waves. ► The vector financial rogue waves may be used to describe the extreme events in financial markets. ► This results may excite the relative researches and potential applications of vector rogue waves.
Related Topics
Physical Sciences and Engineering Physics and Astronomy Physics and Astronomy (General)
Authors
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