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

Published online by Cambridge University Press:  05 January 2009

Robert W. Dimand
Affiliation:
Department of Economics, Brock University, St Catharines, Ontario, Canada, L2S 3A1.

Abstract

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Note
Copyright
Copyright © British Society for the History of Science 1993

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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, 2186CrossRefGoogle Scholar, trans. Boness, A. J. in Cootner, P. H. (ed.), The Random Character of Stock Market Prices, Cambridge, Mass., 1967, 1778.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7 Samuelson, P. A., ‘Brownian motion in the stock market’, unpublished manuscript (1955)Google Scholar, and Samuelson, P. A., ‘Rational theory of warrant pricing’ (with appendix by H. P. McKean, Jr), Industrial Management Review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, 1339Google Scholar, reprinted in Cootner, , op. cit. (3), pp. 506532.Google Scholar

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

9
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