Dynamic Asset Pricing in a Unified Bachelier–Black–Scholes–Merton Model

We present a unified, market-complete model that integrates both 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 possibility of negative security prices or riskless r...

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Bibliographic Details
Main Authors: W. Brent Lindquist, Svetlozar T. Rachev, Jagdish Gnawali, Frank J. Fabozzi
Format: Article
Language:English
Published: MDPI AG 2024-08-01
Series:Risks
Subjects:
Online Access:https://www.mdpi.com/2227-9091/12/9/136
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