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Charles Tapiero

Professor, Finance & Risk Engineering

    1971 …2018
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    Fingerprint Weighted list of dominant concepts in the researcher's publications (titles and abstracts).

    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

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    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
    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