Peter K. Friz profile picture

Peter K. Friz

Is this your author profile? Create an account to claim and customize it!

Stand Alone

Multidimensional stochastic processes as rough paths
Large Deviations and Asymptotic Methods in Finance
Large Deviations and Asymptotic Methods in Finance
A Course on Rough Paths With an Introduction to Regularity Structures
A Course on Rough Paths With an Introduction to Regularity Structures
Rough Volatility
Peter K. Friz — Books & Biography | Menrva Books