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Christian Fries

This is information that was supplied by Christian Fries in registering through RePEc. If you are Christian Fries, you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Christian
Middle Name:
Last Name:Fries
RePEc Short-ID:pfr89
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  1. Christian P. Fries & Mark S. Joshi, 2011. "Perturbation Stable Conditional Analytic Monte-Carlo Pricing Scheme For Auto-Callable Products," International Journal of Theoretical and Applied Finance (IJTAF), World Scientific Publishing Co. Pte. Ltd., vol. 14(02), pages 197-219.
  2. Christian Fries & Fabian Eckstaedt, 2009. "A hybrid Markov-Functional model with simultaneous calibration to the interest rate and FX smile," Quantitative Finance, Taylor & Francis Journals, vol. 11(4), pages 587-597.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CMP: Computational Economics (2) 2005-04-16 2005-11-05. Author is listed
  2. NEP-FIN: Finance (1) 2005-11-05. Author is listed
  3. NEP-FMK: Financial Markets (1) 2005-11-05. Author is listed

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