Christian Fries : Citation Profile

3

H index

1

i10 index

31

Citations

RESEARCH PRODUCTION:

4

Articles

11

Papers

RESEARCH ACTIVITY:

   19 years (2005 - 2024). See details.
   Cites by year: 1
   Journals where Christian Fries has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 2 (6.06 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr89
   Updated: 2025-03-22    RAS profile: 2024-12-02    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Christian Fries.

Is cited by:

Pallavicini, Andrea (5)

Brigo, Damiano (5)

Bianchetti, Marco (3)

Gnoatto, Alessandro (3)

Joshi, Mark (2)

Lund, Arne-Christian (1)

Lindset, Snorre (1)

Zhao, Lu-Tao (1)

He, Ling-Yun (1)

Cites to:

Perignon, Christophe (7)

Traeger, Christian (6)

Lemoine, Derek (4)

Smith, Daniel (3)

Pizer, William (3)

Hallegatte, Stephane (3)

Newell, Richard (3)

Prest, Brian (3)

Gollier, Christian (2)

Laeven, Roger (2)

Muris, Chris (2)

Main data

Production by document typepaperarticle20052006200720082009201020112012201320142015201620172018201920202021202220232024024Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2005200620072008200920102011201220132014201520162017201820192020202120222023202405101520Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200720082009201020112012201320142015201620172018201920202021202220232024202502.557.5Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2005200620072008200920102011201220132014201520162017201820192020202120222023202401020Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 3Most cited documents1234501020Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250120250220250301234h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Christian Fries has published?

Journals with more than one article published# docs
Quantitative Finance2

Working Papers Series with more than one paper published# docs
Papers / arXiv.org8
Finance / University Library of Munich, Germany2

Recent works citing Christian Fries (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Fair Share of GDP to Mitigate Climate Change Costs (according to DICE). (2024). Fries, Christian P. In: MPRA Paper. RePEc:pra:mprapa:123001.

Full description at Econpapers || Download paper

Works by Christian Fries:

Year  ↓Title  ↓Type  ↓Cited  ↓
2012Global existence, regularity and a probabilistic scheme for a class of ultraparabolic Cauchy problems In: Papers.
[Full Text][Citation analysis]		paper0
2017Automatic Backward Differentiation for American Monte-Carlo Algorithms (Conditional Expectation) In: Papers.
[Full Text][Citation analysis]		paper0
2019Stochastic Algorithmic Differentiation of (Expectations of) Discontinuous Functions (Indicator Functions) In: Papers.
[Full Text][Citation analysis]		paper0
2019Implementing a financial derivative as smart contract In: Papers.
[Full Text][Citation analysis]		paper0
2021Non-Linear Discounting and Default Compensation: Valuation of Non-Replicable Value and Damage: When the Social Discount Rate may become Negative In: Papers.
[Full Text][Citation analysis]		paper0
2023Intergenerational Equity in Models of Climate Change Mitigation: Stochastic Interest Rates introduce Adverse Effects, but (Non-linear) Funding Costs can Improve Intergenerational Equity In: Papers.
[Full Text][Citation analysis]		paper1
2024Intergenerational Equitable Climate Change Mitigation: Negative Effects of Stochastic Interest Rates; Positive Effects of Financing In: Papers.
[Full Text][Citation analysis]		paper0
2024Implied CO$_{\textbf{2}}$-Price and Interest Rate of Carbon In: Papers.
[Full Text][Citation analysis]		paper0
2017Displaced relative changes in historical simulation: Application to risk measures of interest rates with phases of negative rates In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article4
2010Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization. In: MPRA Paper.
[Full Text][Citation analysis]		paper17
2009A hybrid Markov-Functional model with simultaneous calibration to the interest rate and FX smile In: Quantitative Finance.
[Full Text][Citation analysis]		article1
2019Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations In: Quantitative Finance.
[Full Text][Citation analysis]		article2
2005Proxy 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) In: Finance.
[Full Text][Citation analysis]		paper0
2005The Foresight Bias in Monte-Carlo Pricing of Options with Early In: Finance.
[Full Text][Citation analysis]		paper2
2011PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]		article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team