Exploring Dynamic Asset Pricing within Bachelier Market Model

Nancy Asare Nyarko, Bhathiya Divelgama, Jagdish Gnawali, Blessing Omotade, Svetlozar Rachev and Peter Yegon

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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.

Date: 2023-07
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:2307.04059

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