Work

A Course on Rough Paths: With an Introduction to Regularity Structures

Year: 2020

Type: article

DOI: 10.1007/978-3-030-41556-3

Authors: Peter K. Friz, Martin Hairer

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W378919085

FWCI: 14.79

Cites:

Cited by: 150

Related to: 10