Christian P. Fries

Publication Activity (10 Years)

Years Active: 2017-2023
Publications (10 Years): 5

Top Topics

Conditional Expectation

Trading Strategies

Functional Properties

Top Venues

SIAM J. Financial Math.

Int. J. Comput. Math.

Publications

Christian P. Fries, Peter Kohl-Landgraf
A Proposal for a Lean and Functional Delivery versus Payment across two Blockchains. CoRR (2023)
Christian P. Fries
Stochastic algorithmic differentiation of (expectations of) discontinuous functions (indicator functions). Int. J. Comput. Math. 99 (2) (2022)
Christian P. Fries, Lorenzo Torricelli
An Analytical Valuation Framework for Financial Assets with Trading Suspensions. SIAM J. Financial Math. 11 (2) (2020)
Christian P. Fries
Stochastic Algorithmic Differentiation of (Expectations of) Discontinuous Functions (Indicator Functions). CoRR (2018)
Christian P. Fries
Automatic Backward Differentiation for American Monte-Carlo Algorithms (Conditional Expectation). CoRR (2017)