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