Louis Bachelier on the centenary of ``Théorie de la spéculation
DOI10.1111/1467-9965.00098zbMATH Open0989.91006OpenAlexW2033741754WikidataQ55880369 ScholiaQ55880369MaRDI QIDQ2707155FDOQ2707155
Authors: Jean-Michel Courtault, Bernard Bru, Pierre Crépel, Isabelle Lebon, Yuri Kabanov
Publication date: 29 March 2001
Published in: Mathematical Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/1467-9965.00098
Recommendations
- scientific article; zbMATH DE number 6954076
- A short history of stochastic integration and mathematical finance: the early years, 1880--1970
- scientific article; zbMATH DE number 1642343
- HOW CLOSE ARE THE OPTION PRICING FORMULAS OF BACHELIER AND BLACK-MERTON-SCHOLES?
- Bachelier and his times: a conversation with Bernard Bru
History of mathematics in the 20th century (01A60) Biographies, obituaries, personalia, bibliographies (01A70) History of probability theory (60-03) History of game theory, economics, and finance (91-03)
Cited In (16)
- An exactly solvable correlated stochastic process in finite time
- Rejoinder to: ``Multivariate generalized hyperbolic laws for modeling financial log returns: empirical and theoretical considerations
- Option pricing in subdiffusive Bachelier model
- Econophysics: past and present
- Bachelier
- Title not available (Why is that?)
- Gaussian mixture modelling to detect random walks in capital markets
- Bachelier and his times: a conversation with Bernard Bru
- The influence of financial practice in developing mathematical probability. Submitted for a special edition of \textit{Synthese}, ``Enabling mathematical cultures
- A study on the influence of L. Bachelier's \textit{Theory of speculation} on mathematics
- Subordination, self-similarity, and option pricing
- Oil futures volatility smiles in 2020: why the Bachelier smile is flatter
- Title not available (Why is that?)
- Belgium and probability in the nineteenth century: the case of Paul Mansion
- Stochastic volatility models including open, close, high and low prices
- A streamlined derivation of the Black-Scholes option pricing formula
This page was built for publication: Louis Bachelier on the centenary of ``Théorie de la spéculation
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2707155)