Christian Fries : Citation Profile


Are you Christian Fries?

1

H index

1

i10 index

17

Citations

RESEARCH PRODUCTION:

1

Articles

4

Papers

RESEARCH ACTIVITY:

   7 years (2005 - 2012). See details.
   Cites by year: 2
   Journals where Christian Fries has often published
   Relations with other researchers
   Recent citing documents: 0.    Total self citations: 0 (0 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pfr89
   Updated: 2019-11-16    RAS profile: 2011-11-06    
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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:

Brigo, Damiano (5)

Pallavicini, Andrea (5)

Bianchetti, Marco (3)

Gnoatto, Alessandro (1)

Cites to:

Brigo, Damiano (1)

Garcia, René (1)

Merener, Nicolas (1)

Longstaff, Francis (1)

Pallavicini, Andrea (1)

Jamshidian, Farshid (1)

Pietersz, Raoul (1)

Rindisbacher, Marcel (1)

Pelsser, Antoon (1)

Benhamou, Eric (1)

Rogers, Leonard (1)

Main data


Where Christian Fries has published?


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

Recent works citing Christian Fries (2018 and 2017)


YearTitle of citing document

Works by Christian Fries:


YearTitleTypeCited
2012Global existence, regularity and a probabilistic scheme for a class of ultraparabolic Cauchy problems In: Papers.
[Full Text][Citation analysis]
paper0
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]
article0
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]
paper0

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