P. K. Friz

Identifiers

• name variant P. K. Friz 0.60 · backfill

Papers (3)

1. Robust filtering: Correlated noise and multidimensional observation math.PR · 2012 · author #3
2. Marginal density expansions for diffusions and stochastic volatility, part I: Theoretical Foundations math.PR · 2011 · author #2
3. The Bismut-Elworthy-Li formula for jump-diffusions and applications to Monte Carlo pricing in finance math.PR · 2006 · author #2

Mentions

• 1201.1858 #3 · backfill · confidence 0.70 P. K. Friz
• 1111.2462 #2 · backfill · confidence 0.70 P. K. Friz

Frequent Coauthors

• A. Jacquier 1 shared papers
• D. Crisan 1 shared papers
• H. Oberhauser 1 shared papers
• J. D. Deuschel 1 shared papers
• J. Diehl 1 shared papers
• S. Violante 1 shared papers
• T. R. Cass 1 shared papers