Book review "A Course on Rough Paths: With an Introduction to Regularity Structures" - Archive ouverte HAL Access content directly
Journal Articles (Book Review) Quantitative Finance Year : 2020

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

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Abstract

This review concerns the book A course on rough paths — With an introduction to regularity structures by P.K. Friz and M Hairer which contains an introduction to both the theory of rough paths and the theory of regularity structures and develop their applications to integration theory, stochastic analysis and mathematical finance, among others.
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Dates and versions

hal-02959775 , version 1 (08-10-2020)

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Antoine Lejay. Book review "A Course on Rough Paths: With an Introduction to Regularity Structures". Quantitative Finance, 2020, pp.2. ⟨10.1080/14697688.2020.1828611⟩. ⟨hal-02959775⟩
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