Concepedia

Volf Frishling

VF

4

Publications

172

Citations

4

H-Index

1996

Active since

Affiliations

Reserve Bank of Australia(Current)

Steklov Mathematical Institute

University of Newcastle Australia

Volf Frishling is an author at Reserve Bank of Australia specializing in numerical analysis, engineering, and approximation theory.

Top concepts

Publications per year

1996–2003

4

Publications

4

Approximations of boundary crossing probabilities for a Brownian motion

Volf Frishling, Nino Kordzakhia · Journal of Applied Probability · 1999 · 102 citations

, , +13

Time-Dependent Barrier Options and Boundary Crossing Probabilities

Alexander Novikov, Volf Frishling, Nino Kordzakhia · Georgian Mathematical Journal · 2003 · 32 citations

Fitting a Smooth Forward Rate Curve to Coupon Instruments

Volf Frishling, Junko Yamamura · The Journal of Fixed Income · 1996 · 20 citations

, , +5

Approximations of boundary crossing probabilities for a Brownian motion

Alex Novikov, Volf Frishling, Nino Kordzakhia · Journal of Applied Probability · 1999 · 18 citations

, , +13

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