Dark wave, rogue wave and perturbation solutions of Ivancevic option pricing model

Under investigation in this paper is the Ivancevic option pricing model. Based on trial function method, rogue wave and dark wave solutions are constructed. By means of symbolic computation, these analytical solutions are obtained with the Maple. Perturbation solutions are obtained through direct perturbation method. These results will enrich the existing literature of the Ivancevic option pricing model. Dynamical characteristics for rogue waves and dark waves are exhibited by using three-dimensional plots, curve plots, density plots and contour plots.

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