Christian Fries

Available identifiers

Publication	Date of Publication	Type
Stochastic algorithmic differentiation of (expectations of) discontinuous functions (indicator functions)	2022-03-21	Paper
An Analytical Valuation Framework for Financial Assets with Trading Suspensions	2020-07-13	Paper
Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations	2019-09-26	Paper
Multi-curve Construction	2018-10-22	Paper
PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS	2011-06-10	Paper
A hybrid Markov-Functional model with simultaneous calibration to the interest rate and FX smile	2011-06-09	Paper
Global existence, regularity and a probabilistic scheme for a class of ultraparabolic Cauchy problems	2010-02-26	Paper
Foresight Bias and Suboptimality Correction in Monte—Carlo Pricing of Options with Early Exercise	2009-03-31	Paper
Mathematical Finance	2008-03-05	Paper
https://portal.mardi4nfdi.de/entity/Q4544267	2002-08-12	Paper
Stability of viscous shock waves associated with non-convex modes	2001-01-15	Paper
https://portal.mardi4nfdi.de/entity/Q4247535	1999-11-28	Paper
Nonlinear asymptotic stability of general small-amplitude viscous Laxian shock waves	1999-09-16	Paper
https://portal.mardi4nfdi.de/entity/Q5576073	1969-01-01	Paper

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instance of	human

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