The following pages link to Peter K. Friz (Q166109):
Displaying 7 items.
- Backward stochastic differential equations with rough drivers (Q439882) (← links)
- Deterministic homogenization under optimal moment assumptions for fast-slow systems. II (Q2157438) (← links)
- Precise asymptotics: robust stochastic volatility models (Q2240838) (← links)
- General rough integration, Lévy rough paths and a Lévy-Kintchine-type formula (Q2406573) (← links)
- Marginal Density Expansions for Diffusions and Stochastic Volatility I: Theoretical Foundations (Q5746482) (← links)
- A course on rough paths. With an introduction to regularity structures (Q5920676) (← links)
- Towards Abstract Wiener Model Spaces (Q6515572) (← links)
