Application of propagating solitons to Ivancevic option pricing governing model and construction of first integral by Nucci's direct reduction approach

Result code in IS VaVaI

<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F61989100%3A27740%2F24%3A10253928" target="_blank" >RIV/61989100:27740/24:10253928 - isvavai.cz</a>

Result on the web

<a href="https://www.sciencedirect.com/science/article/pii/S209044792300504X" target="_blank" >https://www.sciencedirect.com/science/article/pii/S209044792300504X</a>

DOI - Digital Object Identifier

<a href="http://dx.doi.org/10.1016/j.asej.2023.102615" target="_blank" >10.1016/j.asej.2023.102615</a>

Result language

angličtina

Original language name

Application of propagating solitons to Ivancevic option pricing governing model and construction of first integral by Nucci's direct reduction approach

Original language description

The current research aims to analyze the Ivancevic option pricing model and investigate its soliton solutions, which offer a comprehensive understanding of various related phenomena. The equation&apos;s Cauchy problem cannot be resolved through the inverse scattering transform, necessitating an analytical approach for accurate traveling wave solutions. To achieve this, the study employs the generalized logistic equation method and Nucci&apos;s reduction approaches to derive solitary wave solutions. Moreover, Nucci&apos;s reduction procedure is applied to formulate the first integral of a differential equation, ensuring conservation and exact solutions. In order to gauge the Ivancevic option pricing equation&apos;s sensitivity, a sensitivity analysis is conducted. At the end, the chaotic behavior of the considered model with the perturbed term is examined by using Lyapunov exponent approach. (C) 2024 The Author(s)

Czech name

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Czech description

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Type

J_imp - Article in a specialist periodical, which is included in the Web of Science database

CEP classification

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OECD FORD branch

21100 - Other engineering and technologies

Project

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Continuities

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Publication year

2024

Confidentiality

S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Name of the periodical

Ain Shams Engineering Journal

ISSN

2090-4479

e-ISSN

2090-4495

Volume of the periodical

15

Issue of the periodical within the volume

4

Country of publishing house

NL - THE KINGDOM OF THE NETHERLANDS

Number of pages

10

Pages from-to

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UT code for WoS article

001215537300001

EID of the result in the Scopus database

2-s2.0-85182358574