10 research outputs found
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
Thermodynamic description of the Pb-O system
The phase relations and thermodynamic properties of the Pb-O system are reviewed and assessed. The transformation temperature between PbO and Pb3O4 was also experimentally reinvestigated. A model description of the Pb-O system is then proposed and thermodynamic parameters are optimized. The values calculated from the resulting consistent set of Gibbs energy functions are compared with experimental data and discussed