The fractional soliton solutions: shaping future finances with innovativwave profiles in option pricing system

• Main Authors: Rehman, Hamood Ur, Wong, Patricia Jia Yiing, Aljohani, A. F., Iqbal, Ifrah, Saleem, Muhammad Shoaib
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2024
• Subjects: Mathematical Sciences; Black-Scholes equation; Option pricing modelling
• Online Access: https://hdl.handle.net/10356/180613
• Institution: Nanyang Technological University

Financial engineering problems hold considerable significance in the academic realm, where there remains a continued demand for efficient methods to scrutinize and analyze these models. Within this investigation, we delved into a fractional nonlinear coupled system for option pricing and volatility....