Louis bachelier on the centenary of Théorie De La Spéculation

Mathematical Finance

Volumn 10, Issue 3, 2000, Pages 341-353

  Courtault, Jean Michel ^a   Kabanov, Yuri ^a   Bru, Bernard ^b   Crépel, Pierre ^c   Lebon, Isabelle ^d   Le Marchand, Arnaud ^d  

^a UNIVERSITÉ DE FRANCHE COMTÉ   (France)

^b UNIVERSITÉ PARIS DESCARTES   (France)

^c UNIVERSITÉ LYON 1   (France)

^d UNIVERSITÉ DU HAVRE   (France)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0034215514     PISSN: 09601627     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9965.00098     Document Type: Article

References (10)

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4. FELLER, W. (1957): An Introduction to Probability Theory and its Applications, vol. 2. New York: Wiley.
5. GEMAN, H., and M. YOR (1996): Pricing and Hedging Double-Barrier Options: A Probabilistic Approach. Math. Finance 6(4), 365-378.
6. ITÔ, K., and H. P. MCKEAN (1965): Diffusion Processes and their Sample Paths. Berlin: Springer.
7. JACOBSEN, M. (1996): Laplace and the Origin of the Ornstein-Uhlenbeck Process. Bernoulli 2(3), 271-286.
8. KEYNES, J. M. (1921): A Treatise on Probability. London: Macmillan.
9. KOLMOGOROV, A. N. (1931): Über die analitischen Methoden in der Wahrscheinlichkeitsrechnung. Math. Annalen 104(3), 415-458.
10. MERTON, R. C. (1995): Influence of Mathematical Models in Finance on Practice: Past, Present, and Future; in Mathematical Models in Finance, S. D. Howison, F. P. Kelly, and P. Wilmott, eds. London: Chapman Hall, 1-14.