Solitary Wave and Singular Wave Solutions for Ivancevic Option Pricing Model

The nonlinear option pricing model presented by Ivancevic is investigated. By using travelling wave transforming method, the equation transformed into a differential with constant coefficients. solving F-expansion series of exact solutions have been obtained for model. choosing appropriate parameter values, dark-soliton and dark-soliton-like solutions, periodic rogue are obtained. These will enrich types waves in existing literature Furthermore, they may potential uses describing possible physical mechanisms phenomenon financial markets.