Charles Tapiero

Professor, Finance & Risk Engineering

1971 …2018
If you made any changes in Pure, your changes will be visible here soon.

Fingerprint Dive into the research topics where Charles Tapiero is active. These topic labels come from the works of this person. Together they form a unique fingerprint.

Quality control Engineering & Materials Science
Insurance Mathematics
Quality Control Mathematics
Costs Engineering & Materials Science
Supply chains Engineering & Materials Science
Inspection Engineering & Materials Science
Inventory control Engineering & Materials Science
Marketing Engineering & Materials Science

Network Recent external collaboration on country level. Dive into details by clicking on the dots.

Research Output 1971 2018

Fractional Randomness and the Brownian Bridge

Tapiero, C. & Vallois, P., Aug 1 2018, In : Physica A: Statistical Mechanics and its Applications. 503, p. 835-843 9 p.

Research output: Contribution to journalArticle

Brownian Bridge
Randomness
Fractional
Uniform distribution
finance

Global and risk finance

Nyambuu, U. & Tapiero, C., Apr 25 2018, Wiley Blackwell. 448 p.

Research output: Book/ReportBook

Finance
Globalization
Global finance
Pricing
Financial models
Planning
Stochastic control
Dynamic process
Time change
Business and management studies

Merton's financial multi-agent consumption

Kogan, K. & Tapiero, C., Jan 1 2018, In : Risk and Decision Analysis. 7, 3-4, p. 107-117 11 p.

Research output: Contribution to journalArticle

Multi-agent Model
Differential Games
Model-based
Optimization
Merton model

Randomness and fractional stable distributions

Tapiero, C. & Vallois, P., Dec 1 2018, In : Physica A: Statistical Mechanics and its Applications. 511, p. 54-60 7 p.

Research output: Contribution to journalArticle

Stable Distribution
Randomness
Fractional
finance
Brownian Bridge