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

DOI10.1287/opre.7.6.807zbMath1414.91428MaRDI QIDQ5378882

M. F. M. Osborne

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.7.6.807

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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