Letter to the Editor—Comments on “Brownian Motion in the Stock Market”

DOI10.1287/opre.7.6.806zbMath1414.91424MaRDI QIDQ5378881

Andre G. Laurent

Publication date: 3 June 2019

Published in: Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/opre.7.6.806

Mathematics Subject Classification ID

91G70: Statistical methods; risk measures

60J65: Brownian motion

60J70: Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.)

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