Exploring Dynamic Asset Pricing within Bachelier Market Model

Exploring Dynamic Asset Pricing within Bachelier Market Model

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.

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Bibliographische Detailangaben
Hauptverfasser: Nyarko, Nancy Asare, Divelgama, Bhathiya, Gnawali, Jagdish, Omotade, Blessing, Rachev, Svetlozar, Yegon, Peter
Format: Artikel
Sprache:eng
Schlagworte:
Quantitative Finance - General Finance
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Zusammenfassung: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.
DOI:10.48550/arxiv.2307.04059