Access Statistics for Christian Fries

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Automatic Backward Differentiation for American Monte-Carlo Algorithms (Conditional Expectation)	0	0	0	2	0	1	2	10
Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization	0	0	1	47	0	0	1	138
Global existence, regularity and a probabilistic scheme for a class of ultraparabolic Cauchy problems	0	0	0	14	0	0	2	113
Implementing a financial derivative as smart contract	0	0	1	19	0	0	1	57
Implied CO$_{\textbf{2}}$-Price and Interest Rate of Carbon	0	0	0	3	0	0	1	6
Intergenerational Equitable Climate Change Mitigation: Negative Effects of Stochastic Interest Rates; Positive Effects of Financing	0	0	0	3	0	1	2	4
Intergenerational Equity in Models of Climate Change Mitigation: Stochastic Interest Rates introduce Adverse Effects, but (Non-linear) Funding Costs can Improve Intergenerational Equity	0	0	0	3	0	0	1	9
Non-Linear Discounting and Default Compensation: Valuation of Non-Replicable Value and Damage: When the Social Discount Rate may become Negative	0	1	1	3	0	1	2	12
Proxy simulation schemes using likelihood ratio weighted Monte Carlo for generic robust Monte-Carlo sensitivities and high accuracy drift approximation (with applications to the LIBOR Market Model)	0	0	1	339	0	0	5	1,099
Stochastic Algorithmic Differentiation of (Expectations of) Discontinuous Functions (Indicator Functions)	0	0	0	8	0	0	1	30
The Foresight Bias in Monte-Carlo Pricing of Options with Early	0	1	2	366	1	3	8	1,111
Total Working Papers	0	2	6	807	1	6	26	2,589

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A hybrid Markov-Functional model with simultaneous calibration to the interest rate and FX smile	0	0	0	3	0	0	2	52
Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates	0	0	2	26	0	0	6	91
PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS	0	1	1	8	1	3	3	29
Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations	0	1	2	22	0	1	6	59
Total Journal Articles	0	2	5	59	1	4	17	231

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

LogEc provides access and usage statistics for services based on the RePEc data set.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-07-04