Exact Analytical Solution of Ivancevic Options Pricing Model (IOPM) or Schrodinger's Equation via ADM and SBA Methods

Adama, Kamate and Daouda, Pare and Justin, Mouyedo Loufouilou and Pare, Youssouf (2022) Exact Analytical Solution of Ivancevic Options Pricing Model (IOPM) or Schrodinger's Equation via ADM and SBA Methods. Asian Research Journal of Mathematics, 18 (3). pp. 50-61. ISSN 2456-477X

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Official URL: https://doi.org/10.9734/arjom/2022/v18i330366

Abstract

This paper is devoted to the study of the general equation of the Ivancevic option pricing model (IOPM) or Schrodinger’s equation and to determine its analytical solution via the methods of numerical analysis ADM and SBA. The Ivancevic option pricing model is an adaptive wave model that is a nonlinear wave alternative to the standard Black-Scholes option pricing model, it is also a model that links quantum mechanics and financial mathematics.

Item Type:	Article
Subjects:	Academic Digital Library > Mathematical Science
Depositing User:	Unnamed user with email info@academicdigitallibrary.org
Date Deposited:	06 Jan 2023 10:04
Last Modified:	26 Feb 2024 04:24
URI:	http://publications.article4sub.com/id/eprint/354

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