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