Hostname: page-component-cd9895bd7-lnqnp Total loading time: 0 Render date: 2024-12-22T13:07:10.295Z Has data issue: false hasContentIssue false
  • English
  • Français

The case of Brownian motion: a note on Bachelier's contribution

Published online by Cambridge University Press:  05 January 2009

Robert W. Dimand
Robert W. Dimand
Affiliation:
Department of Economics, Brock University, St Catharines, Ontario, Canada, L2S 3A1.
Get access Rights & Permissions [Opens in a new window]

Abstract

An abstract is not available for this content so a preview has been provided. Please use the Get access link above for information on how to access this content.
Image of the first page of this content. For PDF version, please use the ‘Save PDF’ preceeding this image.'
Type
Note
Information
The British Journal for the History of Science , Volume 26 , Issue 2 , June 1993 , pp. 233 - 234
Copyright
Copyright © British Society for the History of Science 1993

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

1 Maiocchi, R., ‘The case of Brownian motion’, British Journal for the History of Science (1990), 23, 257–83.CrossRefGoogle Scholar

2 Mandelbrot, B. B., ‘Louis Bachelier’, in Eatwell, J., Milgate, M. and Newman, P. (eds.), The New Palgrave Finance, New York and London, 1989, 86–8.Google Scholar

3 Bachelier, L. J. B. A., ‘Théorie de la speculation’, Annales de l'Ecole normale supérieure (1990) 111, 17, 21–86CrossRefGoogle Scholar, trans. Boness, A. J. in Cootner, P. H. (ed.), The Random Character of Stock Market Prices, Cambridge, Mass., 1967, 17–78.Google Scholar

4 Eatwell, et al. , op. cit. (2), p. xi.Google Scholar

5 Cootner, , op. cit. (3), 3.Google Scholar

6 Osborne, M. F. M., ‘Brownian motion in the stock market’, Operations Research (1959), 7, 145–73CrossRefGoogle Scholar, reprinted in Cootner, op. cit. (3), 100–28.Google Scholar

7 Samuelson, P. A., ‘Brownian motion in the stock market’, unpublished manuscript (1955)Google Scholar, and Samuelson, P. A., ‘Rational theory of warrant pricing’ (with appendix by H. P. McKean, Jr), Industrial Management Review (1965), 6, 13–39Google Scholar, reprinted in Cootner, , op. cit. (3), pp. 506–532.Google Scholar

8 Mandelbrot, , op. cit. (2); 86–7.Google Scholar