The inverse range process in a random volatility random walk

Charles Tapiero, Pierre Vallois

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Original languageEnglish (US)
Title of host publication9th Vienna Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics: Theory and Applications in Theory and OR/MS
StatePublished - 2003

Cite this

Tapiero, C., & Vallois, P. (2003). The inverse range process in a random volatility random walk. In 9th Vienna Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics: Theory and Applications in Theory and OR/MS

The inverse range process in a random volatility random walk. / Tapiero, Charles; Vallois, Pierre.

9th Vienna Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics: Theory and Applications in Theory and OR/MS. 2003.

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Tapiero, C & Vallois, P 2003, The inverse range process in a random volatility random walk. in 9th Vienna Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics: Theory and Applications in Theory and OR/MS.
Tapiero C, Vallois P. The inverse range process in a random volatility random walk. In 9th Vienna Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics: Theory and Applications in Theory and OR/MS. 2003
Tapiero, Charles ; Vallois, Pierre. / The inverse range process in a random volatility random walk. 9th Vienna Workshop on Optimal Control, Dynamic Games and Nonlinear Dynamics: Theory and Applications in Theory and OR/MS. 2003.
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