Access Statistics for Christian Fries

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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	1	2	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	1	1	19	0	1	1	57
Implied CO$_{\textbf{2}}$-Price and Interest Rate of Carbon	0	0	0	3	0	1	1	6
Intergenerational Equitable Climate Change Mitigation: Negative Effects of Stochastic Interest Rates; Positive Effects of Financing	0	0	0	3	0	0	2	3
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	2	9
Non-Linear Discounting and Default Compensation: Valuation of Non-Replicable Value and Damage: When the Social Discount Rate may become Negative	0	0	0	2	0	0	2	11
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	1	1	339	0	2	5	1,099
Stochastic Algorithmic Differentiation of (Expectations of) Discontinuous Functions (Indicator Functions)	0	0	0	8	0	0	3	30
The Foresight Bias in Monte-Carlo Pricing of Options with Early	1	1	2	366	2	4	8	1,110
Total Working Papers	1	3	5	806	3	10	29	2,586

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	1	2	52
Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates	0	0	4	26	0	1	9	91
PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS	0	0	0	7	0	0	0	26
Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations	1	2	2	22	1	4	7	59
Total Journal Articles	1	2	6	58	1	6	18	228

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Statistics updated 2025-05-12