which is in a 1967 book chapter (book edited by Paul H. Cootner, "The Random Character of Stock Market Prices" ). It is so amazing and elegant. He derived everything: the probabilistic representation and analytic representation of the Brownian motion, and finally priced options).

But after reading his dissertation, I felt very sad about my self as a Ph.D. student and future resercher.

If you can find his dissertation, I strongly suggest you read it. You will enjoy it.