The effects of background fields on vector financial rogue wave pattern

Yong Wu, Li-Chen Zhao () and XiaoKang Lei

The European Physical Journal B: Condensed Matter and Complex Systems, 2015, vol. 88, issue 11, 1-5

Abstract: We study the structure of financial rogue waves with variable stock volatility. We find that there are mainly three types of rogue wave patterns in the coupled system, namely eye-shaped, anti-eye-shaped, and four-petaled. The transition between them can be induced by relative wave vector and amplitude difference between the two background fields. The results will help us achieve a deep understanding of financial rogue waves and suggest a number of implications. Copyright EDP Sciences, SIF, Springer-Verlag Berlin Heidelberg 2015

Keywords: Statistical and Nonlinear Physics (search for similar items in EconPapers)
Date: 2015
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://hdl.handle.net/10.1140/epjb/e2015-60508-4 (text/html)
Access to full text is restricted to subscribers.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:eurphb:v:88:y:2015:i:11:p:1-5:10.1140/epjb/e2015-60508-4

Ordering information: This journal article can be ordered from
http://www.springer.com/economics/journal/10051

DOI: 10.1140/epjb/e2015-60508-4

Access Statistics for this article

The European Physical Journal B: Condensed Matter and Complex Systems is currently edited by P. Hänggi and Angel Rubio

More articles in The European Physical Journal B: Condensed Matter and Complex Systems from Springer, EDP Sciences
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().