Technical Note—Comment on “The Random Nature of Stock-Market Prices” Authored by Barrett and Wright

Donald Aucamp
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Donald Aucamp: Southern Illinois University, Edwardsville, Illinois

Operations Research, 1975, vol. 23, issue 3, 587-591

Abstract: The purpose of this note is to examine the notion offered by J. F. Barrett and D. J. Wright that the calculus of Ito as applied to Osborne's model of stock market price relatives leads to a more “realistic” representation of stock market behavior than does the classical calculus.

Date: 1975
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