Some Applications of First-Passage Ideas to Finance
Some Applications of First-Passage Ideas to Finance
First-Passage Phenomena and Their Applications, pp. 447-476 (2014) No AccessChapter 1: Some Applications of First-Passage Ideas to FinanceRémy Chicheportiche and Jean-Philippe BouchaudRémy ChicheporticheCapital Fund Management, 23–25, rue de l'Université, 75 007 Paris, France and Jean-Philippe BouchaudCapital Fund Management, 23–25, rue de l'Université, 75 007 Paris, Francehttps://doi.org/10.1142/9789814590297_0018Cited by:5 PreviousNext AboutSectionsPDF/EPUB ToolsAdd …