Access Statistics for Bertram Düring

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Boltzmann-type approach to the formation of wealth distribution curves 0 0 1 17 0 1 5 94
A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets 0 0 0 67 0 1 2 391
A sequential quadratic programming method for volatility estimation in option pricing 0 0 0 109 0 0 0 468
A stylized model for wealth distribution 0 0 3 45 0 0 4 60
Asset pricing under information with stochastic volatility 0 0 0 35 0 1 1 111
Continuum and thermodynamic limits for a simple random-exchange model 0 0 0 10 0 0 1 28
Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation 0 0 0 85 0 0 0 440
Efficient hedging in Bates model using high-order compact finite differences 0 0 0 4 0 0 1 5
Essentially high-order compact schemes with application to stochastic volatility models on non-uniform grids 0 0 0 4 0 0 2 15
High order compact finite difference schemes for a nonlinear Black-Scholes equation 0 0 0 166 0 0 0 572
High-order ADI scheme for option pricing in stochastic volatility models 0 0 0 11 0 2 4 35
High-order compact finite difference scheme for option pricing in stochastic volatility jump models 0 0 0 11 0 0 1 39
High-order compact finite difference scheme for option pricing in stochastic volatility models 0 0 0 5 0 0 0 9
High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models 0 0 0 0 0 0 0 16
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids 0 0 0 6 0 0 0 31
High-order compact schemes for Black-Scholes basket options 0 0 0 5 0 0 1 22
Hydrodynamics from kinetic models of conservative economies 0 0 0 20 0 1 1 119
International and domestic trading and wealth distribution 0 0 0 22 0 0 1 125
Kinetic equations modelling wealth redistribution: A comparison of approaches 0 0 0 26 0 1 1 118
Kinetic models for optimal control of wealth inequalities 0 0 0 7 0 0 0 22
Sparse grid high-order ADI scheme for option pricing in stochastic volatility models 0 0 0 13 0 0 1 31
Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models 0 0 0 3 0 0 1 7
Total Working Papers 0 0 4 671 0 7 27 2,758

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asset pricing under information with stochastic volatility 0 0 0 17 0 0 1 93
Continuum and thermodynamic limits for a simple random-exchange model 0 0 0 2 0 1 3 7
High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation 1 1 1 2 1 1 1 8
Hydrodynamics from kinetic models of conservative economies 0 0 1 6 0 0 2 34
Kinetic models for optimal control of wealth inequalities 0 0 0 0 0 0 0 10
Option Prices Under Generalized Pricing Kernels 0 0 0 42 0 0 0 165
Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing 0 0 0 0 0 1 1 4
Total Journal Articles 1 1 2 69 1 3 8 321

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Statistics updated 2025-05-12