Abstract
We present the optimization of the current prices function of the Mexican Stock Exchange index and we will focus our attention on aspects of maximizing stock market margins with limits in the bookkeeping operation. We ourselves will model the possible stochastic recursion scenarios in "n" as a fractal annihilation factor within this stock market. Finally we will obtain the expected delta of the price range and its Hamiltonian to minimize the operational risk of the capital market with the presence of COVID19 in Mexico.
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