Access Statistics for Christian Fries

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Working Paper File Downloads Abstract Views
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 4 5 14
Concepts from Mathematical Finance for Assessing and Achieving Intergenerationally Equitable Climate Mitigation: Implied CO2-Price, Carbon Interest Rate, Fair Share of GDP, and the Extension of an Integrated Assessment Model with a Climate Transformation Fund 0 1 7 7 1 5 15 15
Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization 0 0 0 47 0 5 5 143
Fair Share of GDP to Mitigate Climate Change Costs (according to DICE) 0 0 0 2 1 3 9 12
Global existence, regularity and a probabilistic scheme for a class of ultraparabolic Cauchy problems 0 0 0 14 1 2 3 116
Implementing a financial derivative as smart contract 0 0 0 19 1 4 6 63
Implied CO$_{\textbf{2}}$-Price and Interest Rate of Carbon 0 0 0 3 0 0 1 7
Intergenerational Equitable Climate Change Mitigation: Negative Effects of Stochastic Interest Rates; Positive Effects of Financing 1 1 1 4 2 10 19 22
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 1 4 2 5 9 18
Non-Linear Discounting and Default Compensation: Valuation of Non-Replicable Value and Damage: When the Social Discount Rate may become Negative 0 0 1 3 0 2 7 18
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 0 339 1 6 8 1,107
Stochastic Algorithmic Differentiation of (Expectations of) Discontinuous Functions (Indicator Functions) 1 1 1 9 1 5 8 38
The Foresight Bias in Monte-Carlo Pricing of Options with Early 0 0 1 366 1 2 12 1,120
Total Working Papers 2 3 12 819 11 53 107 2,693

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 2 4 56
Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates 0 1 1 27 0 10 12 103
Dynamic refinement of the term structure: time-homogeneous term structure modeling 0 0 0 0 0 2 3 4
Fast stochastic forward sensitivities in Monte Carlo simulations using stochastic automatic differentiation (with applications to initial margin valuation adjustments) 0 0 0 0 0 2 2 2
PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS 0 0 3 10 1 2 11 37
Partial proxy simulation schemes for generic and robust Monte Carlo Greeks 0 0 0 0 1 4 5 5
Proxy simulation schemes for generic robust Monte Carlo sensitivities, process-oriented importance sampling and high-accuracy drift approximation 0 0 0 1 1 6 6 8
Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations 0 1 3 24 1 7 13 71
Total Journal Articles 0 2 7 65 4 35 56 286

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Existence, Bifurcation, and Stability of Profiles for Classical and Non-Classical Shock Waves 0 0 0 0 0 0 0 0
On the Dynamics of the Forward Interest Rate Curve and the Evaluation of Interest Rate Derivatives and their Sensitivities 0 0 0 0 1 2 2 2
Total Chapters 0 0 0 0 1 2 2 2

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Statistics updated 2026-04-09