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 0 3 5 130
Global existence, regularity and a probabilistic scheme for a class of ultraparabolic Cauchy problems 0 0 0 13 0 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) 0 2 2 337 0 3 6 1,087
The Foresight Bias in Monte-Carlo Pricing of Options with Early 0 0 3 355 0 0 12 1,075
Total Working Papers 0 2 5 750 0 7 25 2,399


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 2020-11-03