Non - Randomness Stock Market Price Model (Amended)

Details Non - Randomness Stock Market Price Model (Amended) Non - Randomness Stock Market Price Model (Amended)

2011-04-12

arxiv.org/abs/1104.2308v1

Economy

Quantitative Finance

General Finance

Typos on pages 6 and 7 of the earlier version has been corrected

Scientific paper

A new model for the stock market price analysis is proposed. It is suggested
to look at price as an everywhere discontinuous function of time of bounded
variation.

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