We study a financial market where the risky asset is modelled by a Brownian motion driven stochastic differential equation with a local time in the drift term.
<meaning-changed> We study a financial market where the risky asset is modelled by a Brownian motion driven stochastic differential equation with a local time in the drift term.
We study a financial market where the risky asset is modelled by a geometric It\^o-L\'evy process, with a singular drift term.