Dynamical analysis and soliton solution study of option pricing model with Fractional-Order nonlinear volatility

Key Points

• The soliton solution effectively describes pricing dynamics, allowing for accurate modeling of market behaviors.
• Findings indicate that fractional-order nonlinear volatility can significantly enhance prediction accuracy in pricing models.
• Analysis provides a new framework for understanding complex financial instruments under variable conditions.
• Highlights the potential for advanced modeling techniques to improve financial forecasting and decision-making processes.