Geman, Hélyette; Madan, Dilip B.; Pliska, Syanley R. - Université Paris-Dauphine (Paris IX) - 2002
The Bachelier Society for Mathematical Finance, founded in 1996, held its 1st World Congress in Paris on June 28 to July 1, 2000, thus coinciding in time with the centenary of the thesis defence of Louis Bachelier. In his thesis Bachelier introduced Brownian motion as a tool for the analysis of...