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Dark wave, rogue wave and perturbation solutions of Ivancevic option pricing model

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Abstract

Under investigation in this paper is the Ivancevic option pricing model. Based on trial function method, rogue wave and dark wave solutions are constructed. By means of symbolic computation, these analytical solutions are obtained with the Maple. Perturbation solutions are obtained through direct perturbation method. These results will enrich the existing literature of the Ivancevic option pricing model. Dynamical characteristics for rogue waves and dark waves are exhibited by using three-dimensional plots, curve plots, density plots and contour plots.

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Author information

Authors and Affiliations

  1. School of Mathematics, Physics and Information Science, Zhejiang Ocean University, Zhoushan, Zhejiang, 316022, China

    Yu-Qiong Chen

  2. school of science, Beijing University of Posts and Telecommunications, Beijing, 100876, China

    Yu-Hao Tang

  3. Department of Applied Mathematics, Faculty of Mathematical Sciences, University of Tabriz, Tabriz, Iran

    Jalil Manafian

  4. Natural Sciences Faculty, Lankaran State University, 50, H. Aslanov str., Lankaran, Azerbaijan

    Jalil Manafian

  5. Faculty of Engineering Technology, Amol University of Special Modern Technologies, Amol, Iran

    Hadi Rezazadeh

  6. Department of Mathematics, Faculty of Science, Cairo University, Giza, 12613, Egypt

    M. S. Osman

  7. Department of Mathematics, Faculty of Applied Science, Umm Alqura University, Makkah, 21955, Saudi Arabia

    M. S. Osman

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  1. Yu-Qiong Chen
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  2. Yu-Hao Tang
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  3. Jalil Manafian
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  5. M. S. Osman
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Chen, YQ., Tang, YH., Manafian, J. et al. Dark wave, rogue wave and perturbation solutions of Ivancevic option pricing model. Nonlinear Dyn 105, 2539–2548 (2021). https://doi.org/10.1007/s11071-021-06642-6

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