Work

Some Applications of First-Passage Ideas to Finance

Year: 2014

Type: book-chapter

Source: WORLD SCIENTIFIC eBooks

DOI: 10.1142/9789814590297_0018

Authors: Rémy Chicheportiche, Jean-Philippe Bouchaud

Institution: Capital Fund Management (France)

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1567074255

FWCI: 5.75

Cites:

Cited by: 33

Related to: 10