How to compare two last updated entities from two different table Postgresql?
You are missing some parenthesis around your select queries.
But i don't understand completely what you try to achieve, i think you should at least also transfer the produdct_id, because for now you get a price from a unknown product.
create or Replace function test() returns trigger as $$ begin

update change 
set change_= (SELECT price_ FROM price ORDER BY(last_update) DESC LIMIT 1) - (SELECT price_ FROM price_history ORDER BY(last_update) DESC LIMIT 1) ; 
return new;

end; $$ language plpgsql;




CREATE TRIGGER testtrig BEFORE UPDATE ON price 
FOR EACH ROW 
  EXECUTE PROCEDURE test();