Louis Bachelier on the Centenary of Théorie de la Spéculation
By J. Courtault, Yuri M. Kabanov, B. Bru, Pierre Crépel, I. Lebon, Arnaud Le Marchand. 2000
128 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/88cde0786170b99c78ae78b7d05191f5eaebb99c
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In Economics and Econometrics
- Donald MacKenzie
- Alan Kirman
- Michel Callon
- C. Lapavitsas
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- Koray Caliskan
Citations in the corpus
- Algorithmic Complexity of Financial Motions (2014, unknown): “…the works of Black and Scholes (1973) on the valuation of options are largely grounded in premises that can be directly linked to Bachelier) and in Mathematics (for instance, Courtault et al. (2000) even cites Bachelier as an inspiration for the works of Kolmogorov (1931) on diffusion processes ).”
- The Economic Crisis is a Crisis for Economic Theory (2010, background): “As Representative Barney Frank, the chairman of the House Financial Services said, “There will be an entity in charge of systemic risk — which no one now has the responsibility to do — and the consequence of identifying systemic risk will be immediate remedial action to put that institution out of…”
- An Equation and its Worlds (2003, background): “‘Too much on finance!’ was the private comment on Bachelier’s thesis by the leading French probability theorist, Paul Lévy (quoted in Courtault et al., 2000: 346).”
- Econophysics: Empirical facts and agent-based models (2009, unknown): “Bachelier had even given a course as a “free professor” at the Sorbonne University with the title: “Probability calculus with applications to financial operations and analogies with certain questions from physics” (see the historical articles in Courtault et al. (2000); Taqqu (2001); Forfar (2002)).”
- Bricolage, Exemplars, Disunity and Performativity in Financial Economics (2003, background): “‘Too much on finance!’ was the private comment on Bachelier’s thesis by the leading French probability theorist, Paul Lévy (quoted in Courtault et al., 2000: 346).”