Exploring Dynamic Asset Pricing within Bachelier Market Model
General Finance
2023-07-11 v1
Abstract
This paper delves into the dynamics of asset pricing within Bachelier market model, elucidating the representation of risky asset price dynamics and the definition of riskless assets.
Cite
@article{arxiv.2307.04059,
title = {Exploring Dynamic Asset Pricing within Bachelier Market Model},
author = {Nancy Asare Nyarko and Bhathiya Divelgama and Jagdish Gnawali and Blessing Omotade and Svetlozar Rachev and Peter Yegon},
journal= {arXiv preprint arXiv:2307.04059},
year = {2023}
}