Christian Fries

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Stochastic algorithmic differentiation of (expectations of) discontinuous functions (indicator functions) International Journal of Computer Mathematics	2022-03-21	Paper
An analytical valuation framework for financial assets with trading suspensions SIAM Journal on Financial Mathematics	2020-07-13	Paper
Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations Quantitative Finance	2019-09-26	Paper
Multi-curve construction. Definition, calibration, implementation and application of rate curves Innovations in Derivatives Markets	2018-10-22	Paper
Perturbation stable conditional analytic Monte-Carlo pricing scheme for auto-callable products International Journal of Theoretical and Applied Finance	2011-06-10	Paper
A hybrid Markov-Functional model with simultaneous calibration to the interest rate and FX smile Quantitative Finance	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 Progress in Industrial Mathematics at ECMI 2006	2009-03-31	Paper
Mathematical Finance	2008-03-05	Paper
scientific article; zbMATH DE number 1779198 (Why is no real title available?)	2002-08-12	Paper
Stability of viscous shock waves associated with non-convex modes Archive for Rational Mechanics and Analysis	2001-01-15	Paper
scientific article; zbMATH DE number 1302265 (Why is no real title available?)	1999-11-28	Paper
Nonlinear asymptotic stability of general small-amplitude viscous Laxian shock waves Journal of Differential Equations	1999-09-16	Paper
scientific article; zbMATH DE number 3293470 (Why is no real title available?)	1969-01-01	Paper

Research outcomes over time

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