{"id":"https://openalex.org/W2092043310","doi":"https://doi.org/10.1007/s001820200120","title":"On the strategic origin of Brownian motion in finance","display_name":"On the strategic origin of Brownian motion in finance","publication_year":2003,"publication_date":"2003-01-01","ids":{"openalex":"https://openalex.org/W2092043310","doi":"https://doi.org/10.1007/s001820200120","mag":"2092043310"},"language":"en","primary_location":{"id":"doi:10.1007/s001820200120","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s001820200120","pdf_url":null,"source":{"id":"https://openalex.org/S132210109","display_name":"International Journal of Game Theory","issn_l":"0020-7276","issn":["0020-7276","1432-1270"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Game Theory","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"http://hdl.handle.net/2078.1/4146","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5020037947","display_name":"Bernard De Meyer","orcid":"https://orcid.org/0000-0002-6783-5534"},"institutions":[{"id":"https://openalex.org/I51101395","display_name":"Universit\u00e9 Paris 1 Panth\u00e9on-Sorbonne","ror":"https://ror.org/002t25c44","country_code":"FR","type":"education","lineage":["https://openalex.org/I51101395"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Bernard De Meyer","raw_affiliation_strings":["CERMSEM, Universit\u00e9 Paris 1 (Panth\u00e9on-Sorbonne), Maison des sciences \u00e9conomiques, 106-112, Bd de l'Hopital, 75647 Paris cedex 13. (","CEntre de Recherche en Math\u00e9matiques, Statistique et \u00c9conomie Math\u00e9matique"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"CERMSEM, Universit\u00e9 Paris 1 (Panth\u00e9on-Sorbonne), Maison des sciences \u00e9conomiques, 106-112, Bd de l'Hopital, 75647 Paris cedex 13. (","institution_ids":["https://openalex.org/I51101395"]},{"raw_affiliation_string":"CEntre de Recherche en Math\u00e9matiques, Statistique et \u00c9conomie Math\u00e9matique","institution_ids":[]}]},{"author_position":"last","author":{"id":null,"display_name":"Hadiza Moussa Saley","orcid":null},"institutions":[{"id":"https://openalex.org/I3017839442","display_name":"Institut \u00c9lie Cartan de Lorraine","ror":"https://ror.org/04rvw8791","country_code":"FR","type":"facility","lineage":["https://openalex.org/I1294671590","https://openalex.org/I1294671590","https://openalex.org/I1326498283","https://openalex.org/I3017839442","https://openalex.org/I4210141950","https://openalex.org/I90183372"]},{"id":"https://openalex.org/I90183372","display_name":"Universit\u00e9 de Lorraine","ror":"https://ror.org/04vfs2w97","country_code":"FR","type":"education","lineage":["https://openalex.org/I90183372"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Hadiza Moussa Saley","raw_affiliation_strings":["Institut Elie Cartan, Universit\u00e9 Nancy 1 (Henri Poincar\u00e9), B.P. 239, 54506 Vandoeuvre les Nancy Cedex. (","Institut Elie Cartan, Universit\u00e9 Nancy 1 (Henri Poincar\u00e9), B.P. 239, 54506 Vandoeuvre les Nancy Cedex. (E-mail: moussa@iecn.u-nancy.fr), , FR"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Institut Elie Cartan, Universit\u00e9 Nancy 1 (Henri Poincar\u00e9), B.P. 239, 54506 Vandoeuvre les Nancy Cedex. (","institution_ids":["https://openalex.org/I3017839442","https://openalex.org/I90183372"]},{"raw_affiliation_string":"Institut Elie Cartan, Universit\u00e9 Nancy 1 (Henri Poincar\u00e9), B.P. 239, 54506 Vandoeuvre les Nancy Cedex. (E-mail: moussa@iecn.u-nancy.fr), , FR","institution_ids":["https://openalex.org/I3017839442","https://openalex.org/I90183372"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":2890,"currency":"USD","value_usd":2890},"apc_paid":null,"fwci":0.9344,"has_fulltext":false,"cited_by_count":10,"citation_normalized_percentile":{"value":0.85599037,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":94},"biblio":{"volume":"31","issue":"2","first_page":"285","last_page":"319"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.3463999927043915,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.3463999927043915,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11031","display_name":"Game Theory and Applications","score":0.10599999874830246,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12137","display_name":"Economic theories and models","score":0.0794999971985817,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/brownian-motion","display_name":"Brownian motion","score":0.5730944871902466},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.3691762685775757},{"id":"https://openalex.org/keywords/finance","display_name":"Finance","score":0.3442322313785553},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.19976863265037537},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.06163683533668518}],"concepts":[{"id":"https://openalex.org/C112401455","wikidata":"https://www.wikidata.org/wiki/Q178036","display_name":"Brownian motion","level":2,"score":0.5730944871902466},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.3691762685775757},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.3442322313785553},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.19976863265037537},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.06163683533668518}],"mesh":[],"locations_count":7,"locations":[{"id":"doi:10.1007/s001820200120","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s001820200120","pdf_url":null,"source":{"id":"https://openalex.org/S132210109","display_name":"International Journal of Game Theory","issn_l":"0020-7276","issn":["0020-7276","1432-1270"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"International Journal of Game Theory","raw_type":"journal-article"},{"id":"pmh:oai:CiteSeerX.psu:10.1.1.21.8420","is_oa":false,"landing_page_url":"http://citeseerx.ist.psu.edu/viewdoc/summary?doi=10.1.1.21.8420","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"http://www.core.ucl.ac.be/services/psfiles/dp00/dp2000-57.pdf","raw_type":"text"},{"id":"pmh:hdl:10068/16258","is_oa":false,"landing_page_url":"http://hdl.handle.net/10068/16258","pdf_url":null,"source":{"id":"https://openalex.org/S4377196900","display_name":"OpenGrey (Institut de l'Information Scientifique et Technique)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1295345811","host_organization_name":"Institut de l'Information Scientifique et Technique","host_organization_lineage":["https://openalex.org/I1295345811"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"R - Report"},{"id":"pmh:oai:HAL:hal-00259737v1","is_oa":false,"landing_page_url":"https://hal.science/hal-00259737","pdf_url":null,"source":{"id":"https://openalex.org/S4306402512","display_name":"HAL (Le Centre pour la Communication Scientifique Directe)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I1294671590","host_organization_name":"Centre National de la Recherche Scientifique","host_organization_lineage":["https://openalex.org/I1294671590"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"International Journal of Game Theory, 2003, 31 (2), pp.285-319","raw_type":"info:eu-repo/semantics/article"},{"id":"pmh:oai:RePEc:cor:louvco:2000057","is_oa":false,"landing_page_url":"https://sites.uclouvain.be/core/publications/coredp/coredp2000.html","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:RePEc:hal:cesptp:hal-00259737","is_oa":false,"landing_page_url":null,"pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"preprint"},{"id":"pmh:oai:dial.uclouvain.be:boreal:4146","is_oa":true,"landing_page_url":"http://hdl.handle.net/2078.1/4146","pdf_url":null,"source":{"id":"https://openalex.org/S4306401974","display_name":"DIAL (Catholic University of Leuven)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I99464096","host_organization_name":"KU Leuven","host_organization_lineage":["https://openalex.org/I99464096"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/workingPaper"}],"best_oa_location":{"id":"pmh:oai:dial.uclouvain.be:boreal:4146","is_oa":true,"landing_page_url":"http://hdl.handle.net/2078.1/4146","pdf_url":null,"source":{"id":"https://openalex.org/S4306401974","display_name":"DIAL (Catholic University of Leuven)","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I99464096","host_organization_name":"KU Leuven","host_organization_lineage":["https://openalex.org/I99464096"],"host_organization_lineage_names":[],"type":"repository"},"license":"other-oa","license_id":"https://openalex.org/licenses/other-oa","version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":"","raw_type":"info:eu-repo/semantics/workingPaper"},"sustainable_development_goals":[{"id":"https://metadata.un.org/sdg/17","display_name":"Partnerships for the goals","score":0.5}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":10,"referenced_works":["https://openalex.org/W1509819687","https://openalex.org/W1603308216","https://openalex.org/W1971847620","https://openalex.org/W1975016648","https://openalex.org/W1998679595","https://openalex.org/W2028942838","https://openalex.org/W2050031929","https://openalex.org/W2066153405","https://openalex.org/W2077791698","https://openalex.org/W3021990393"],"related_works":["https://openalex.org/W2899084033","https://openalex.org/W126238052","https://openalex.org/W1502198272","https://openalex.org/W2017540542","https://openalex.org/W1998718379","https://openalex.org/W2073254488","https://openalex.org/W2066504725","https://openalex.org/W1986173648","https://openalex.org/W2006758266","https://openalex.org/W2061514737"],"abstract_inverted_index":null,"counts_by_year":[{"year":2019,"cited_by_count":1},{"year":2017,"cited_by_count":1},{"year":2013,"cited_by_count":1},{"year":2012,"cited_by_count":1}],"updated_date":"2026-08-11T07:18:39.950985","created_date":"2025-10-10T00:00:00"}