References and further reading
Bachelier, L. (1900), ‘Theorie de la speculation’, Annales scientifiques de l’Ecole Normale Superieure, 3rd series, 17, 21-85, reprinted 1995, Sceaux: Jacques Gabay.
Bachelier, L.
(1912), Calcul desprobabilites, Paris: Gauthier-Villars.Bachelier, L. (1914), Le jeu, la chance et le hasard, Paris: Flammarion, reprinted 1993, Sceaux: Jacques Gabay. Bachelier, L. (2006), Theory of Speculation, trans. and commentary by M. Davis and A, Etheridge, Princeton, NJ: Princeton University Press.
Courtault, J.-M. and Y. Kabanov (eds) (2002), Louis Bachelier. Aux origines de la finance mathematique, Besaiicon: Presses Universitaires Franc-Comtoises.
Fama, E.F. (1963), ‘Mandelbrot and the stable Paretian hypothesis’, Journal of Business, 36 (4), 420-29. Jovanovic, F. and P. Le Gall (2001), ‘Does God practice a random walk? The financial physics of a nineteenthcentury forerunner, Jules Regnault’, European Journal of the History of Political Economy, 8 (3), 332-62.
Kolmogorov, A. (1931), ‘Uber die analytischen Methoden in der Wahrscheinlichkeitsrechnung’, Mathematische Annalen, 104, 415-58.
Kruizenga, R. (1956), ‘Put and call options: a theoretical and market analysis’, PhD thesis, MIT.
Mandelbrot, B. (1962), ‘Sur certains prix speculatifs: faits empiriques et modele base sur les processus stables additifs de Paul Levy’, Comptes rendus hebdomadaires des seances de l’Academie des sciences, 254 (3), 3968-70.
Mandelbrot, B. (1963), ‘The variation of certain speculative prices’, Journal of Business, 36 (4), 394 419.
Mandelbrot, B. and R.L. Hudson (2004), The (Mis)Behavior of Markets. A Fractal View of Risk, Ruin and Reward, New York: Basic Books, French trans. 2005, Paris: Odile Jacob.
Osborne, M.F.M. (1959a), ‘Brownian motion in the stock market’, Operations Research, 7 (2), 145-73.
Osborne, M.F.M. (1959b), ‘Reply to “Comment on Brownian Motion in the Stock Market”’, Operations Research, 7 (6), 807-11.
Poincare, H. (1907), ‘Le hasard’, La revue du mois, 3 (15), 257-76.
Regnault, J. (1863), Calcul des chances et philosophie de la bourse, Paris: Mallet-Bachelier and Castel.
Taqqu, M.S. (2001), ‘Bachelier and his time: a conversation with Bernard Bru’, Finance and Stochastics, 5 (1), 3-32.
Walter, C. (1996), ‘Une histoire du concept d’efficience sur les marches financiers’, Annales. Histoire, Sciences Sociales, 51 (4), 873-905.