Have you seen these?

<r>You might be interested in the following article:<URL url="http://www.columbia.edu/~ww2040/Fourier-series.pdf">http://www.columbia.edu/~ww2040/Fourier-series.pdf</URL>(or perhaps <URL url="http://www.columbia.edu/~ww2040/LaplaceInversionJoC95.pdf"><LINK_TEXT text="http://www.columbia.edu/~ww2040/...

There seems to be a more verbose version of the presentation here,including some source references.HTH.

The square root of time law was discovered already in 1863 by J. Regnault(Calcul des chances et philosophie de la Bourse).There's an excerpt of the relevant portions in the end of:Bachelier and his Times - A Conversation with Bernard Bru

Oops... This looks a wee bit too degenerate for my taste.I'll get me coat.

I don't know about his article, but at least you can find a book of his online:Bachelier - Calcul des probabilitésStarting from Chapter XII there seems to be some things about his theory of speculation.Oh, and it's all in french

<t>QuoteOriginally posted by: rezaJames, thanks and take your timethe official deadline is still farI just thought everyone was doneI might also get around to giving it a shot during the holidays.My primary goal would perhaps be to try to find an estimate witha confidence interval.Whatever...Nicke <...