Non - Randomness Stock Market Price Model

TL;DR

This paper introduces a novel stock market price model viewing prices as discontinuous functions of time with bounded variation, offering a new perspective on market behavior analysis.

Contribution

It proposes a unique mathematical model representing stock prices as discontinuous functions of bounded variation, differing from traditional continuous models.

Findings

Provides a new framework for analyzing stock prices.

Suggests potential for improved market prediction models.

Highlights the importance of discontinuities in price movements.

Abstract

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.