Louis Bachelier

L. Carraro and P. Crépel

A chapter in Statisticians of the Centuries, 2001, pp 283-286 from Springer

Abstract: Abstract Bachelier constructed the first mathematical theory of Brownian motion, and obtained numerous results which are both remarkable and unacknowledged, on the trajectories of stochastic processes.

Keywords: Brownian Motion; Trading Option; Stochastic Differential Equa; Forward Kolmogorov Equation; Banking Company (search for similar items in EconPapers)
Date: 2001
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Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-1-4613-0179-0_60

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DOI: 10.1007/978-1-4613-0179-0_60

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