Exploring Dynamic Asset Pricing within Bachelier Market Model

8 Jul 2023  ·  Nancy Asare Nyarko, Bhathiya Divelgama, Jagdish Gnawali, Blessing Omotade, Svetlozar Rachev, Peter Yegon ·

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.

PDF Abstract

Code
Add Remove Mark official

No code implementations yet. Submit your code now

Tasks
Add Remove

Datasets

  Add Datasets introduced or used in this paper

Results from the Paper
Add Remove

  Submit results from this paper to get state-of-the-art GitHub badges and help the community compare results to other papers.

Methods
Add Remove

No methods listed for this paper. Add relevant methods here
Contact us on: hello@paperswithcode.com . Papers With Code is a free resource with all data licensed under CC-BY-SA.
Terms Data policy Cookies policy