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Autor:
Gaafele, C., Madimabe, Edmond B., Ndebele, K., Otlaadisa, P., Mozola, B., Matabana, T., Seamolo, K., Pilane, P.
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 simulations. For the coupled volatility and option pricing model the co
Externí odkaz:
http://arxiv.org/abs/2405.19887
