Christian P. Fries

According to our database¹, Christian P. Fries authored at least 4 papers between 2017 and 2023.

Collaborative distances:

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2023

A Proposal for a Lean and Functional Delivery versus Payment across two Blockchains.

[BibT_eX]

[DOI]

CoRR, 2023

2022

Stochastic algorithmic differentiation of (expectations of) discontinuous functions (indicator functions).

[BibT_eX]

[DOI]

Int. J. Comput. Math., 2022

2020

An Analytical Valuation Framework for Financial Assets with Trading Suspensions.

[BibT_eX]

[DOI]

SIAM J. Financial Math., 2020

2017

Automatic Backward Differentiation for American Monte-Carlo Algorithms (Conditional Expectation).

[BibT_eX]

[DOI]

CoRR, 2017