Simple model of share price evolution which is an extension of Kehr-Kutner-Binder model and Masoliver-Montero-Perello one is presented. Assumptions of the model are tested by using the market empirical data. Already in the simplest, exact solvable case, the model can reproduce some empirical facts, for example, the velocity auto-correlation function (vacf) however, the problem of existing the fat tail in the nonlinear vacf is still an open one.

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