3
H index
1
i10 index
31
Citations
Christian Fries : Citation Profile
| RESEARCH PRODUCTION: 8 Articles 12 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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20 years (2005 - 2025). 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:
| Cites to:
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Main data
Where Christian Fries has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Computational Finance | 4 |
| Quantitative Finance | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 8 |
| Finance / University Library of Munich, Germany | 2 |
| MPRA Paper / University Library of Munich, Germany | 2 |
Recent works citing Christian Fries (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Pricing and hedging autocallable products by Markov chain approximation. (2024). Zhang, Gongqiu ; Li, Lingfei ; Cui, Yeda. In: Review of Derivatives Research. RePEc:kap:revdev:v:27:y:2024:i:3:d:10.1007_s11147-024-09206-z. Full description at Econpapers || Download paper |
| 2025 | Concepts from Mathematical Finance for Assessing and Achieving Intergenerationally Equitable Climate Mitigation: Implied CO2-Price, Carbon Interest Rate, Fair Share of GDP, and the Extension of an Integrated Assessment Model with a Climate Transformation Fund. (2025). Fries, Christian P. In: MPRA Paper. RePEc:pra:mprapa:125821. Full description at Econpapers || Download paper |
Works by Christian Fries:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2012 | Global existence, regularity and a probabilistic scheme for a class of ultraparabolic Cauchy problems In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Automatic Backward Differentiation for American Monte-Carlo Algorithms (Conditional Expectation) In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Stochastic Algorithmic Differentiation of (Expectations of) Discontinuous Functions (Indicator Functions) In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Implementing a financial derivative as smart contract In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | Non-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] | paper | 0 |
| 2023 | Intergenerational 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] | paper | 1 |
| 2025 | Intergenerational Equitable Climate Change Mitigation: Negative Effects of Stochastic Interest Rates; Positive Effects of Financing In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Implied CO$_{\textbf{2}}$-Price and Interest Rate of Carbon In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Displaced 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] | article | 4 |
| 2024 | Fair Share of GDP to Mitigate Climate Change Costs (according to DICE) In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2010 | Discounting Revisited. Valuations under Funding Costs, Counterparty Risk and Collateralization. In: MPRA Paper. [Full Text][Citation analysis] | paper | 17 |
| Partial proxy simulation schemes for generic and robust Monte Carlo Greeks In: Journal of Computational Finance. [Full Text][Citation analysis] | article | 0 | |
| Proxy simulation schemes for generic robust Monte Carlo sensitivities, process-oriented importance sampling and high-accuracy drift approximation In: Journal of Computational Finance. [Full Text][Citation analysis] | article | 0 | |
| Fast stochastic forward sensitivities in Monte Carlo simulations using stochastic automatic differentiation (with applications to initial margin valuation adjustments) In: Journal of Computational Finance. [Full Text][Citation analysis] | article | 0 | |
| Dynamic refinement of the term structure: time-homogeneous term structure modeling In: Journal of Computational Finance. [Full Text][Citation analysis] | article | 0 | |
| 2009 | A hybrid Markov-Functional model with simultaneous calibration to the interest rate and FX smile In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
| 2019 | Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations In: Quantitative Finance. [Full Text][Citation analysis] | article | 2 |
| 2005 | 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) In: Finance. [Full Text][Citation analysis] | paper | 0 |
| 2005 | The Foresight Bias in Monte-Carlo Pricing of Options with Early In: Finance. [Full Text][Citation analysis] | paper | 2 |
| 2011 | PERTURBATION STABLE CONDITIONAL ANALYTIC MONTE-CARLO PRICING SCHEME FOR AUTO-CALLABLE PRODUCTS In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team