Variational approach to nonlinear pulse evolution in stock derivative markets
Pattern Formation and Solitons
2024-07-09 v2
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.
Keywords
Cite
@article{arxiv.2407.00554,
title = {Variational approach to nonlinear pulse evolution in stock derivative markets},
author = {Christopher Gaafele},
journal= {arXiv preprint arXiv:2407.00554},
year = {2024}
}
Comments
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