Friz, Peter K.
Overview
| Works: | 1 works in 0 publications in 0 languages | |
|---|---|---|
Titles
Large Deviations and Asymptotic Methods in Finance
by:
Gatheral, Jim.; SpringerLink (Online service); Friz, Peter K.; Jacquier, Antoine.; Teichmann, Josef.; Gulisashvili, Archil.
(Language materials, printed)
, [http://id.loc.gov/vocabulary/relators/edt]
A Course on Rough Paths = With an Introduction to Regularity Structures /
by:
Friz, Peter K.; Hairer, Martin.; SpringerLink (Online service)
(Language materials, printed)
, [http://id.loc.gov/vocabulary/relators/aut]
Subjects
Approximation theory.
Partial differential equations.
Ordinary Differential Equations.
Differential equations.
Quantitative Finance.
Probability Theory and Stochastic Processes.
Approximations and Expansions.
Economics, Mathematical .
Differential geometry.
Probabilities.
Differential Geometry.
Partial Differential Equations.