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Erratum: Bull. Amer. Math. Soc. 46 (2009), 175-175.
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- Louis Bachelier's Theory of speculation: The origins of modern finance by Mark Davis and Alison Etheridge
- Bull. Amer. Math. Soc. 45 (2008), 657-660
- Additional book information: Princeton University Press, Princeton and Oxford, 2006, 188+xvi pp., ISBN 978-0-691-11752-2, US$35.00$
References
- 1.
- Peter L. Bernstein, Capital Ideas: The Improbable Origins of Modern Wall Street, The Free Press, New York, 1993.
- Jean-Michel Courtault, Yuri Kabanov, Bernard Bru, Pierre Crépel, Isabelle Lebon, and Arnaud Le Marchand, Louis Bachelier on the centenary of “Théorie de la spéculation”, Math. Finance 10 (2000), no. 3, 341–353. MR 1800320, DOI 10.1111/1467-9965.00098
- 3.
- Quoted in Bernstein, page 18.
- 4.
- P. Cootner, editor, The Random Character of Stock Market Prices, MIT Press, Cambridge, MA, 1964.
- Robert Jarrow and Philip Protter, A short history of stochastic integration and mathematical finance: the early years, 1880–1970, A festschrift for Herman Rubin, IMS Lecture Notes Monogr. Ser., vol. 45, Inst. Math. Statist., Beachwood, OH, 2004, pp. 75–91. MR 2126888, DOI 10.1214/lnms/1196285381
- Benoit B. Mandelbrot, The fractal geometry of nature, Schriftenreihe für den Referenten. [Series for the Referee], W. H. Freeman and Co., San Francisco, Calif., 1982. MR 665254
- Murad S. Taqqu, Bachelier and his times: a conversation with Bernard Bru, Finance Stoch. 5 (2001), no. 1, 3–32. MR 1807874, DOI 10.1007/PL00000039
Reviewer information
- Reviewer: Philip Protter
- Affiliation: Cornell University
Additional Information
- Journal: Bull. Amer. Math. Soc. 45 (2008), 657-660
- DOI: https://doi.org/10.1090/S0273-0979-08-01188-9
- Published electronically: June 27, 2008
- Review Copyright: © Copyright 2008 Philip Protter