- Article
The Fractional Soliton Wave Propagation of Non-Linear Volatility and Option Pricing Systems with a Sensitive Demonstration
- Muhammad Bilal Riaz,
- Ali Raza Ansari,
- Adil Jhangeer,
- Muddassar Imran and
- Choon Kit Chan
In this study, we explore a fractional non-linear coupled option pricing and volatility system. The model under consideration can be viewed as a fractional non-linear coupled wave alternative to the Black–Scholes option pricing governing system...

