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Vector financial rogue waves 期刊论文
PHYSICS LETTERS A, 2011, 卷号: 375, 期号: 48, 页码: 4274-4279
Authors:  Yan, Zhenya
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Black-Scholes option pricing model  The coupled nonlinear volatility and option pricing model  Adaptive nonlinear Schrodinger equation  Controlled stochastic volatility  Financial markets  Vector financial rogue waves (rogons)  
Financial Rogue Waves 期刊论文
COMMUNICATIONS IN THEORETICAL PHYSICS, 2010, 卷号: 54, 期号: 5, 页码: 947-949
Authors:  Yan Zhen-Ya
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NLS equation  nonlinear option pricing model  financial rogue waves  
A new numerical method on American option pricing 期刊论文
SCIENCE IN CHINA SERIES F, 2002, 卷号: 45, 期号: 3, 页码: 181-188
Authors:  Gu, YG;  Shu, JW;  Deng, XT;  Zheng, WM
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American options  free boundary  analytic method of line  finite difference method  Black-Scholes equation