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pro vyhledávání: '"Gnawali, Jagdish"'
We introduce a fairly general, recombining trinomial tree model in the natural world. Market-completeness is ensured by considering a market consisting of two risky assets, a riskless asset, and a European option. The two risky assets consist of a st
Externí odkaz:
http://arxiv.org/abs/2410.04748
We present a unified, market-complete model that integrates both the Bachelier and Black-Scholes-Merton frameworks for asset pricing. The model allows for the study, within a unified framework, of asset pricing in a natural world that experiences the
Externí odkaz:
http://arxiv.org/abs/2405.12479
Autor:
Nyarko, Nancy Asare, Divelgama, Bhathiya, Gnawali, Jagdish, Omotade, Blessing, Rachev, Svetlozar, Yegon, Peter
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.
Externí odkaz:
http://arxiv.org/abs/2307.04059