DOI: 10.1051/jp1:1995123
J. Phys. I France 5 (1995) 219-220

Reply to Mikheev's Comment on the Black-Scholes Pricing Problem

J.P. Bouchaud¹ and D. Sornette<sup>2

1</sup>  Service de Physique de l'Etat Condensé, CEA, Orme des Merisiers, 91191 Gif s/ Yvette Cedex, France
²  Laboratoire de Physique de la Matière Condensée, Université de Nice-Sophia Antipolis, B.P. 70, Parc Valrose, 06108 Nice Cedex 2, France.

(Received and accepted 17 October 1994)

© Les Editions de Physique 1995