Peter K. Friz

Peter K. FrizPeter K. Friz is a Reader in the Department of Pure Mathematics and Mathematical Statistics at the University of Cambridge. He is also a Research Group Leader at the Johann Radon Institute at the Austrian Academy of Sciences, Linz.

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Rough Volatility
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A Course on Rough Paths
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Large Deviations and Asymptotic Methods in Finance37 %
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Large Deviations and Asymptotic Methods in Finance37 %
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Multidimensional Stochastic Processes as Rough Paths2 % NR
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04 Feb 2010
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A Course on Rough Paths38 %
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Multidimensional Stochastic Processes as Rough Paths2 % NR
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05 Jun 2012
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