Name Card

Full name Familienname, Vorname
Friz, Peter
 

Own Publications Eigene Publikationen

Results 1-5 of 5 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Friz, Peter ; Gerhold, Stefan ; Pinter, Arpad Option Pricing in the Moderate Deviations RegimeArtikel Article 2018
2Friz, Peter ; Gerhold, Stefan Extrapolation Analytics for Dupire’s Local VolatilityBuchbeitrag Book Contribution2015
3Friz, Peter ; Gerhold, Stefan ; Yor, Marc How to make Dupire's local volatility work with jumpsArtikel Article 2014
4De Marco, Stefano ; Friz, Peter ; Gerhold, Stefan Rational shapes of local volatilityArtikel Article2013
5Friz, Peter ; Gerhold, Stefan ; Gulisashvili, Archil ; Sturm, Stephan On refined volatility smile expansion in the Heston modelArtikel Article2011

Contributing Publications Mitbeteiligte Publikationen

Results 1-3 of 3 (Search time: 0.001 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Beiglböck, Mathias ; Backhoff, Julio ; Huesmann, Martin ; Källblad, Sigrid ; Trevisan, Dario Continuous time martingale optimal transport and the local vol modelKonferenzbeitrag Inproceedings2017
2Friz, Peter ; Gerhold, Stefan Extrapolation Analytics for Dupire’s Local VolatilityBuchbeitrag Book Contribution2015
3Keller-Ressel Martin - 2008 - Affine processes theory and applications in...pdf.jpgKeller-Ressel, Martin Affine processes : theory and applications in financeThesis Hochschulschrift 2008