Soliton theory and modulation instability analysis: The Ivancevic option pricing model in economy
Yazarlar (4)
Qiliang Chen
Chongqing University Of Technology, Çin
Chongqing University Of Technology, Çin
Haci Mehmet Baskonus Harran Üniversitesi, Türkiye
Wei Gao Yunnan Normal University, Çin
Doç. Dr. Esin İLHAN Kırşehir Ahi Evran Üniversitesi, Türkiye
| Makale Türü |
Özgün Makale
(SSCI, AHCI, SCI, SCI-Exp dergilerinde yayınlanan tam makale)
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| Dergi Adı | Alexandria Engineering Journal (Q1) | ||
| Dergi ISSN | 1110-0168 Wos Dergi Scopus Dergi | ||
| Dergi Tarandığı Indeksler | SCI-Expanded | ||
| Makale Dili | İngilizce | Basım Tarihi | 10-2022 |
| Kabul Tarihi | 12-04-2026 | Yayınlanma Tarihi | – |
| Cilt / Sayı / Sayfa | 61 / 10 / 7843–7851 | DOI | 10.1016/j.aej.2022.01.029 |
| Makale Linki | https://doi.org/10.1016/j.aej.2022.01.029 | ||
| Özet |
| In this projected paper, we study on the Ivancevic option pricing model. We apply two important methods, namely, rational sine-Gordon expansion method which is recently developed, and secondly, modified exponential method. Via these methods, we obtain some important properties of Ivancevic option pricing model. We extract many solutions such as complex, periodic, dark bright, mixed dark-bright, singular, travelling and hyperbolic functions. We investigate the option price wave functions of dependent variable, and also, observe the modulation instability analysis in detail. Furthermore, we report the strain conditions for the valid solutions under the family conditions, as well. We simulate the 2D, 3D and counter plots by choosing the suitable values of the parameters involved. Finally, we present the top and low points of pricing in the mentioned intervals via contour simulations. |
| Anahtar Kelimeler |
| Complex | Hyperbolic functions | MEFM | Mixed dark-bright | Modulation instability analysis | RSGEM | The Ivancevic option pricing model |
Science Direct
Soliton theory and modulation instability analysis: The Ivancevic option pricing model in economy
BM Sürdürülebilir Kalkınma Amaçları
| Atıf Sayıları | |
| Google Scholar | 61 |
| Scopus | 21 |
| Web of Science | 44 |