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 18 0 0 16 115
A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets 0 0 1 68 1 1 4 395
A sequential quadratic programming method for volatility estimation in option pricing 0 0 0 109 0 0 8 476
A stylized model for wealth distribution 0 0 0 46 0 1 9 70
Asset pricing under information with stochastic volatility 0 0 0 35 0 1 7 120
Continuum and thermodynamic limits for a simple random-exchange model 0 0 0 10 0 0 9 38
Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation 0 0 0 85 0 2 17 458
Efficient hedging in Bates model using high-order compact finite differences 0 0 0 4 0 1 5 10
Essentially high-order compact schemes with application to stochastic volatility models on non-uniform grids 0 0 0 4 0 0 5 20
High order compact finite difference schemes for a nonlinear Black-Scholes equation 0 0 0 166 0 0 8 580
High-order ADI scheme for option pricing in stochastic volatility models 0 0 0 11 0 3 13 48
High-order compact finite difference scheme for option pricing in stochastic volatility jump models 0 0 1 13 0 1 16 59
High-order compact finite difference scheme for option pricing in stochastic volatility models 0 0 0 5 0 0 11 20
High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models 0 0 0 0 0 0 8 24
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids 0 0 0 6 0 1 11 42
High-order compact schemes for Black-Scholes basket options 0 0 0 5 0 0 5 28
Hydrodynamics from kinetic models of conservative economies 0 0 0 20 1 2 14 134
International and domestic trading and wealth distribution 0 0 0 22 0 1 13 139
Kinetic equations modelling wealth redistribution: A comparison of approaches 0 0 1 27 0 2 12 130
Kinetic models for optimal control of wealth inequalities 0 0 0 7 1 1 6 28
Sparse grid high-order ADI scheme for option pricing in stochastic volatility models 0 0 0 13 0 1 9 41
Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models 0 0 0 3 0 0 7 14
Total Working Papers 0 0 4 677 3 18 213 2,989

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 7 100
Continuum and thermodynamic limits for a simple random-exchange model 0 0 1 3 2 2 10 18
High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation 0 0 0 2 1 1 10 18
Hydrodynamics from kinetic models of conservative economies 0 0 0 6 0 0 11 45
Kinetic models for optimal control of wealth inequalities 0 0 0 0 1 2 10 20
Option Prices Under Generalized Pricing Kernels 0 0 0 42 2 2 10 175
Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing 0 0 0 0 0 0 12 16
Total Journal Articles 0 0 1 70 6 7 70 392

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Statistics updated 2026-08-07