The principal purpose of this research is to study the M-fractional nonlinear quantum-probability grounded Schrödinger kind Ivancevic option pricing model (IOPM). This well-known economic model is an alternative of the standard Black-Scholes pricing model which represents a controlled Brownian motion in an adaptive setting with relation to nonlinear Schrödinger equation. The exact solutions of the underlying equation have been derived through the well-organized extended modified auxiliary equation mapping and generalized exponential rational function methods. Different forms of optical wave structures including dark, bright, and singular solitons are derived. To the best of our knowledge, verified solutions using Maple are new. The results obtained will contribute to the enrichment of the existing literature of the model under consideration. Moreover, some sketches are plotted to show more about the dynamic behavior of this model.
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Saglam Ozkan, Y., & Yasar, E. (2024). Prolific new M-fractional soliton behaviors to the Schrödinger type Ivancevic option pricing model by two efficient techniques. Computational Methods for Differential Equations, 12(2), 207-225. doi: 10.22034/cmde.2023.56140.2345
MLA
Yeşim Saglam Ozkan; Emrullah Yasar. "Prolific new M-fractional soliton behaviors to the Schrödinger type Ivancevic option pricing model by two efficient techniques". Computational Methods for Differential Equations, 12, 2, 2024, 207-225. doi: 10.22034/cmde.2023.56140.2345
HARVARD
Saglam Ozkan, Y., Yasar, E. (2024). 'Prolific new M-fractional soliton behaviors to the Schrödinger type Ivancevic option pricing model by two efficient techniques', Computational Methods for Differential Equations, 12(2), pp. 207-225. doi: 10.22034/cmde.2023.56140.2345
VANCOUVER
Saglam Ozkan, Y., Yasar, E. Prolific new M-fractional soliton behaviors to the Schrödinger type Ivancevic option pricing model by two efficient techniques. Computational Methods for Differential Equations, 2024; 12(2): 207-225. doi: 10.22034/cmde.2023.56140.2345
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