{"id":"https://openalex.org/W1985693490","doi":"https://doi.org/10.1007/s12559-009-9031-x","title":"Adaptive-Wave Alternative for the Black-Scholes Option Pricing Model","display_name":"Adaptive-Wave Alternative for the Black-Scholes Option Pricing Model","publication_year":2010,"publication_date":"2010-01-22","ids":{"openalex":"https://openalex.org/W1985693490","doi":"https://doi.org/10.1007/s12559-009-9031-x","mag":"1985693490"},"language":"en","primary_location":{"id":"doi:10.1007/s12559-009-9031-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12559-009-9031-x","pdf_url":null,"source":{"id":"https://openalex.org/S133078663","display_name":"Cognitive Computation","issn_l":"1866-9956","issn":["1866-9956","1866-9964"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Cognitive Computation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5075678826","display_name":"Vladimir G. Ivancevic","orcid":"https://orcid.org/0000-0002-1106-7265"},"institutions":[{"id":"https://openalex.org/I1303474014","display_name":"Defence Science and Technology Group","ror":"https://ror.org/05ddrvt52","country_code":"AU","type":"funder","lineage":["https://openalex.org/I1303474014","https://openalex.org/I2801453606","https://openalex.org/I3139952251"]}],"countries":["AU"],"is_corresponding":true,"raw_author_name":"Vladimir G. Ivancevic","raw_affiliation_strings":["Defence Science & Technology Organisation, Adelaide, Australia","Defence Science and Technology Organisation, Adelaide, Australia,"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Defence Science & Technology Organisation, Adelaide, Australia","institution_ids":["https://openalex.org/I1303474014"]},{"raw_affiliation_string":"Defence Science and Technology Organisation, Adelaide, Australia,","institution_ids":["https://openalex.org/I1303474014"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5075678826"],"corresponding_institution_ids":["https://openalex.org/I1303474014"],"apc_list":{"value":2190,"currency":"EUR","value_usd":2790},"apc_paid":null,"fwci":4.8818,"has_fulltext":false,"cited_by_count":79,"citation_normalized_percentile":{"value":0.94859415,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":94,"max":99},"biblio":{"volume":"2","issue":"1","first_page":"17","last_page":"30"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9983000159263611,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10067","display_name":"Stochastic processes and financial applications","score":0.9983000159263611,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9811999797821045,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.9642999768257141,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/black\u2013scholes-model","display_name":"Black\u2013Scholes model","score":0.8073539733886719},{"id":"https://openalex.org/keywords/valuation-of-options","display_name":"Valuation of options","score":0.5972789525985718},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.5703633427619934},{"id":"https://openalex.org/keywords/mathematical-economics","display_name":"Mathematical economics","score":0.3706552982330322},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.32421618700027466},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.3076285421848297},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.30186569690704346},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.2087455689907074}],"concepts":[{"id":"https://openalex.org/C163128081","wikidata":"https://www.wikidata.org/wiki/Q1338307","display_name":"Black\u2013Scholes model","level":3,"score":0.8073539733886719},{"id":"https://openalex.org/C194483076","wikidata":"https://www.wikidata.org/wiki/Q380382","display_name":"Valuation of options","level":2,"score":0.5972789525985718},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.5703633427619934},{"id":"https://openalex.org/C144237770","wikidata":"https://www.wikidata.org/wiki/Q747534","display_name":"Mathematical economics","level":1,"score":0.3706552982330322},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.32421618700027466},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.3076285421848297},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.30186569690704346},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.2087455689907074},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1007/s12559-009-9031-x","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s12559-009-9031-x","pdf_url":null,"source":{"id":"https://openalex.org/S133078663","display_name":"Cognitive Computation","issn_l":"1866-9956","issn":["1866-9956","1866-9964"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Cognitive Computation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":101,"referenced_works":["https://openalex.org/W149201185","https://openalex.org/W297542063","https://openalex.org/W299408131","https://openalex.org/W350524064","https://openalex.org/W577462819","https://openalex.org/W587443570","https://openalex.org/W620519827","https://openalex.org/W637823054","https://openalex.org/W643782462","https://openalex.org/W1249158547","https://openalex.org/W1482886841","https://openalex.org/W1484033701","https://openalex.org/W1503295912","https://openalex.org/W1514503740","https://openalex.org/W1514815886","https://openalex.org/W1530779343","https://openalex.org/W1585641754","https://openalex.org/W1589081863","https://openalex.org/W1600201693","https://openalex.org/W1604189802","https://openalex.org/W1812431251","https://openalex.org/W1818450980","https://openalex.org/W1873957626","https://openalex.org/W1966473623","https://openalex.org/W1967691217","https://openalex.org/W1973376127","https://openalex.org/W1980549941","https://openalex.org/W1980940853","https://openalex.org/W2000868083","https://openalex.org/W2003532188","https://openalex.org/W2006718018","https://openalex.org/W2006801014","https://openalex.org/W2007700189","https://openalex.org/W2008750423","https://openalex.org/W2009400806","https://openalex.org/W2013806310","https://openalex.org/W2017522310","https://openalex.org/W2021436747","https://openalex.org/W2025185856","https://openalex.org/W2031627259","https://openalex.org/W2034576891","https://openalex.org/W2036595722","https://openalex.org/W2039502296","https://openalex.org/W2042129823","https://openalex.org/W2044883627","https://openalex.org/W2057754767","https://openalex.org/W2058998361","https://openalex.org/W2060231113","https://openalex.org/W2062217015","https://openalex.org/W2063790920","https://openalex.org/W2066399359","https://openalex.org/W2066711143","https://openalex.org/W2066864889","https://openalex.org/W2070792078","https://openalex.org/W2077791698","https://openalex.org/W2086698446","https://openalex.org/W2089996117","https://openalex.org/W2090221720","https://openalex.org/W2090637028","https://openalex.org/W2095425517","https://openalex.org/W2100011707","https://openalex.org/W2102691077","https://openalex.org/W2121638006","https://openalex.org/W2132761952","https://openalex.org/W2135502729","https://openalex.org/W2137179571","https://openalex.org/W2137551402","https://openalex.org/W2140911506","https://openalex.org/W2144604209","https://openalex.org/W2146069048","https://openalex.org/W2158369278","https://openalex.org/W2172112167","https://openalex.org/W2461228432","https://openalex.org/W2499866634","https://openalex.org/W2734822207","https://openalex.org/W2913662098","https://openalex.org/W2949204925","https://openalex.org/W2953161924","https://openalex.org/W2998476915","https://openalex.org/W3099935824","https://openalex.org/W3101924628","https://openalex.org/W3103209884","https://openalex.org/W3105644573","https://openalex.org/W3106115764","https://openalex.org/W3112972845","https://openalex.org/W3122059178","https://openalex.org/W3122205006","https://openalex.org/W3122305330","https://openalex.org/W3123542752","https://openalex.org/W3125655472","https://openalex.org/W3192128009","https://openalex.org/W3209793577","https://openalex.org/W4230934093","https://openalex.org/W4231057775","https://openalex.org/W4240241295","https://openalex.org/W4243301790","https://openalex.org/W4251815418","https://openalex.org/W4253460544","https://openalex.org/W4298382907","https://openalex.org/W4299559575","https://openalex.org/W4302050383"],"related_works":["https://openalex.org/W4328096176","https://openalex.org/W2258849102","https://openalex.org/W4398218509","https://openalex.org/W2368488114","https://openalex.org/W1606748888","https://openalex.org/W2792174015","https://openalex.org/W2943124786","https://openalex.org/W4323786639","https://openalex.org/W3176143848","https://openalex.org/W2088436879"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":4},{"year":2025,"cited_by_count":7},{"year":2024,"cited_by_count":8},{"year":2023,"cited_by_count":7},{"year":2022,"cited_by_count":10},{"year":2021,"cited_by_count":4},{"year":2020,"cited_by_count":2},{"year":2019,"cited_by_count":3},{"year":2018,"cited_by_count":2},{"year":2017,"cited_by_count":6},{"year":2016,"cited_by_count":4},{"year":2015,"cited_by_count":5},{"year":2014,"cited_by_count":4},{"year":2013,"cited_by_count":4},{"year":2012,"cited_by_count":4}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
