However, "the martingale stuff brought the hypermathematicians in" (Ross interview). Building on the work done by Black, Scholes, and Merton, other theorists Sharpe, Cox, Ross, Rubinstein, and especially Harrison and Kreps had constructed a bridge between financial economics and martingale theory, an advanced, high-prestige area of pure mathematics. Things that probability theorists within pure mathematics knew about-measure-theoretic notions of probability, the Radon-Nikodym theorem, the martingale representation theorem, the martingale convergence theorem, the Girsanov theorem became relevant to finance. "There's this whole literature on martingales and stochastic processes so people doing that suddenly said `yeah, I can get a job on Wall Street.' That's what brought them all into it." (Ross interview) By the 1990s, it had become possible for probability theorists to teach courses that were both rigorous by the standards of pure mathematics and attractive to students looking forward to well-paid jobs in finance.

Donald MacKenzie, An Engine, Not a Camera, loc. 623