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Details about Christian Fries

E-mail:
Homepage:http://www.christian-fries.de

Access statistics for papers by Christian Fries.

Last updated 2006-04-13. Update your information in the RePEc Author Service.

Short-id: pfr89

Working Papers

2005

  1. 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)
    Finance, EconWPA Downloads
  2. The Foresight Bias in Monte-Carlo Pricing of Options with Early
    Finance, EconWPA Downloads
 

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