Peter Friz

According to our database, Peter Friz authored at least 1 paper in 2011.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of three.

2011

Is the Minimum Value of an Option on Variance Generated by Local Volatility?

Mathias Beiglböck, Peter Friz, Stephan Sturm

SIAM J. Financial Math., 2011