Automatic Backward Differentiation for American Monte-Carlo Algorithms (Conditional Expectation). - Christian P. Fries (CoRR, 2017)

An Analytical Valuation Framework for Financial Assets with Trading Suspensions. - Christian P. Fries; Lorenzo Torricelli (SIAM J. Financial Math., 2020)

Stochastic algorithmic differentiation of (expectations of) discontinuous functions (indicator functions). - Christian P. Fries (Int. J. Comput. Math., 2022)

A Proposal for a Lean and Functional Delivery versus Payment across two Blockchains. - Christian P. Fries; Peter Kohl-Landgraf (CoRR, 2023)