Access Statistics for Christian Fries

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization 0 0 0 45 1 1 3 128
Global existence, regularity and a probabilistic scheme for a class of ultraparabolic Cauchy problems 0 0 0 13 1 1 2 107
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) 2 2 2 337 3 3 6 1,087
The Foresight Bias in Monte-Carlo Pricing of Options with Early 0 0 3 355 0 0 14 1,075
Total Working Papers 2 2 5 750 5 5 25 2,397


Journal Article File Downloads Abstract Views
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 46
Total Journal Articles 0 0 0 3 0 0 2 46


Statistics updated 2020-09-04