Peter K. Friz

102 papers and 2.2k indexed citations i.

About

Peter K. Friz has authored 102 papers that have received a total of 2.2k indexed citations. This includes 73 papers in Finance, 40 papers in Mathematical Physics and 18 papers in Computational Theory and Mathematics. The topics of these papers are Stochastic processes and financial applications (72 papers), Financial Risk and Volatility Modeling (41 papers) and Stochastic processes and statistical mechanics (29 papers). Peter K. Friz is often cited by papers focused on Stochastic processes and financial applications (72 papers), Financial Risk and Volatility Modeling (41 papers) and Stochastic processes and statistical mechanics (29 papers) and collaborates with scholars based in Germany, United Kingdom and United States. Peter K. Friz's co-authors include Nicolas Victoir, Harald Oberhauser, Paul Gassiat, Christian Bayer and Sebastian Riedel and has published in prestigious journals such as Annals of Mathematics, Communications on Pure and Applied Mathematics and SIAM Journal on Numerical Analysis

In The Last Decade

Rankless by CCL
2025