Languages
Friz, Peter K.
Overview
| Works: | 1 works in 3 publications in 1 languages | |
|---|---|---|
Titles
Rough path theory and applications to stochastic analysis.
by:
Friz, Peter K.; New York University.
(Electronic resources)
A course on rough paths = with an introduction to regularity structures /
by:
Friz, Peter K.; Hairer, Martin.; SpringerLink (Online service)
(Electronic resources)
Large deviations and asymptotic methods in finance
by:
Friz, Peter K.; SpringerLink (Online service)
(Language materials, printed)
A course on rough paths = with an introduction to regularity structures /
by:
Friz, Peter K.; Hairer, Martin.; SpringerLink (Online service)
(Electronic resources)
Subjects
Probability Theory and Stochastic Processes.
Economics.
Finance- Statistical methods.
Finance- Mathematical models.
Mathematics.
Ordinary Differential Equations.
Quantitative Finance.
Approximations and Expansions.
Partial Differential Equations.
Differential Geometry.
Stochastic differential equations.