Authors: Pankaj Mani
Random Numbers and random processes to model the dynamics of financial assets typically involve Brownian motion/Wiener process. In this article we’ll explore how random Brownian motion truly is and is it really compatible and capable to model randomness in financial variables ? The logic behind all these goes to the patterns hidden inside the Prime Numbers distribution and dynamics in pure mathematics from where they originate.Thus it's linked to Riemann Hypothesis ! Hence,it will possibly lead forward to revise foundationally how far Brownian motion is really capable to model random processes especially in quantitative finance or otherwise.
Comments: 10 Pages.
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[v1] 2020-04-23 13:04:18
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