Some applications of first-passage ideas to finance
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References listed on IDEAS
- Merton, Robert C, 1974.
"On the Pricing of Corporate Debt: The Risk Structure of Interest Rates,"
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- R'emy Chicheportiche & Jean-Philippe Bouchaud, 2012. "Weighted Kolmogorov-Smirnov test: Accounting for the tails," Papers 1207.7308, arXiv.org, revised Oct 2012.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-06-16 (All new papers)
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