Dynamical analysis and soliton solution study of option pricing model with Fractional-Order nonlinear volatility

Journal of Computational and Applied Mathematics 2026

View at publisher

Authors: Bomin Liu, Wen Fu, Yiqun Sun, Jianming Qi

DOI: 10.1016/j.cam.2026.117398

Cited by: 0

References: 24

Fields of Study & Subjects

Fractional Differential Equations Solutions Stochastic processes and financial applications Nonlinear Waves and Solitons

References 24