Black-Scholes Model

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Long story short, you can model the market with Standard Normal.
Some assumptions: There's a T-bill (US bond, usually) that gives fixed-rate profit with no danger. The market makes random walks, making a Standard Normal. The same asset possesses the same value. Free trade with minimum transaction fees.
Very interesting connections with Psychohistory 심리역사학

The Black-Scholes Model is a mathematical model used in financial markets to calculate the theoretical price of options, including put and call options. It was developed by economists Fischer Black and Myron Scholes, with notable contributions from Robert Merton. The Black-Scholes formula for a European call option $C$ (an option that can only be exercised at the end of its life) is given as:

C = S_0 e^{-qT}N(d_1) - K e^{-rT}N(d_2)