Exploring Dynamic Asset Pricing within Bachelier Market Model

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

Journal of risk and financial management（2023）

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摘要

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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关键词

dynamic asset pricing,bachelier market model,asset pricing

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