TU Berlin

Prof. Dr. Peter K. FrizPublications

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  • Friz, P.K. and Victoir, N.: Multidimensional Stochastic Processes as Rough Paths. Theory and Applications Cambridge Studies of Advanced Mathematics Vol. 120, 670 p., Cambridge University Press, March 2010. ISBN-13: 978-0-521-87607-0
  • Friz, P.K. and Hairer, M: A Course on Rough Paths: With an Introduction to Regularity Structures, Springer Universitext, September 2014. ISBN 978-3-319-08331-5
  • Friz, P.K., Gatheral, J., Gulisashvili, A., Jacquier, A. and Teichmann, J. (Eds.): Large Deviations and Asymptotic Methods in Finance, Springer Proceedings in Mathematics & Statistics, Vol. 110, to appear


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