Financial rogue waves

The financial rogue waves are reported analytically in the nonlinear option pricing model due to Ivancevic, which is nonlinear wave alternative of the Black-Scholes model. These solutions may be used to describe the possible physical mechanisms for rogue wave phenomenon in financial markets and related fields.Comment: 4 papges, 2 figures, Final version accepted in Commun. Theor. Phys., 201