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
Automatic Backward Differentiation for American Monte-Carlo Algorithms (Conditional Expectation) 0 0 0 2 1 4 5 15
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 3 16 16
Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization 0 0 0 47 1 2 6 144
Fair Share of GDP to Mitigate Climate Change Costs (according to DICE) 0 0 0 2 4 5 13 16
Global existence, regularity and a probabilistic scheme for a class of ultraparabolic Cauchy problems 0 0 0 14 4 5 7 120
Implementing a financial derivative as smart contract 0 0 0 19 1 2 7 64
Implied CO$_{\textbf{2}}$-Price and Interest Rate of Carbon 0 0 0 3 2 2 3 9
Intergenerational Equitable Climate Change Mitigation: Negative Effects of Stochastic Interest Rates; Positive Effects of Financing 0 1 1 4 4 11 23 26
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 5 8 14 23
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 1 1 8 19
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 2 9 1,108
Stochastic Algorithmic Differentiation of (Expectations of) Discontinuous Functions (Indicator Functions) 0 1 1 9 2 4 10 40
The Foresight Bias in Monte-Carlo Pricing of Options with Early 0 0 0 366 1 2 11 1,121
Total Working Papers 0 3 11 819 28 51 132 2,721

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 2 2 6 58
Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates 0 1 1 27 4 7 16 107
Dynamic refinement of the term structure: time-homogeneous term structure modeling 0 0 0 0 2 2 5 6
Fast stochastic forward sensitivities in Monte Carlo simulations using stochastic automatic differentiation (with applications to initial margin valuation adjustments) 0 0 0 0 1 1 3 3
PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS 0 0 3 10 1 2 12 38
Partial proxy simulation schemes for generic and robust Monte Carlo Greeks 0 0 0 0 1 3 6 6
Proxy simulation schemes for generic robust Monte Carlo sensitivities, process-oriented importance sampling and high-accuracy drift approximation 0 0 0 1 2 5 8 10
Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations 0 0 2 24 2 6 14 73
Total Journal Articles 0 1 6 65 15 28 70 301

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 2 2 2 2
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 3 3
Total Chapters 0 0 0 0 3 4 5 5

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

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

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

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

Since October 2025, abstract view statistics are potentially heavily influenced by traffic from AI bots and tools that we could not eliminate despite our best efforts.

Statistics updated 2026-05-06