P.K. Friz

Identifiers

• name variant P.K. Friz 0.60 · backfill

Papers (2)

1. Support theorem for a singular semilinear stochastic partial differential equation math.PR · 2014 · author #2
2. Marginal density expansions for diffusions and stochastic volatility, part II: Applications [to the Stein--Stein model] math.PR · 2013 · author #2

Mentions

• 1409.4250 #2 · backfill · confidence 0.70 P.K. Friz
• 1305.6765 #2 · backfill · confidence 0.70 P.K. Friz

Frequent Coauthors

• A. Jacquier 1 shared papers
• J.D. Deuschel 1 shared papers
• K. Chouk 1 shared papers
• S. Violante 1 shared papers