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 0 17 1 2 8 101
A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets 0 0 0 67 0 0 1 391
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 2 46 0 3 6 64
Asset pricing under information with stochastic volatility 0 0 0 35 0 0 3 113
Continuum and thermodynamic limits for a simple random-exchange model 0 0 0 10 2 3 4 32
Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation 0 0 0 85 4 5 6 446
Efficient hedging in Bates model using high-order compact finite differences 0 0 0 4 0 0 0 5
Essentially high-order compact schemes with application to stochastic volatility models on non-uniform grids 0 0 0 4 0 0 0 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 0 4 35
High-order compact finite difference scheme for option pricing in stochastic volatility jump models 0 0 1 12 5 6 10 49
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 2 2 2 18
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids 0 0 0 6 1 1 1 32
High-order compact schemes for Black-Scholes basket options 0 0 0 5 0 0 1 23
Hydrodynamics from kinetic models of conservative economies 0 0 0 20 2 2 4 122
International and domestic trading and wealth distribution 0 0 0 22 0 1 3 127
Kinetic equations modelling wealth redistribution: A comparison of approaches 0 0 0 26 0 0 1 118
Kinetic models for optimal control of wealth inequalities 0 0 0 7 0 1 1 23
Sparse grid high-order ADI scheme for option pricing in stochastic volatility models 0 0 0 13 2 2 3 34
Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models 0 0 0 3 0 0 0 7
Total Working Papers 0 0 3 673 19 28 58 2,804

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 0 93
Continuum and thermodynamic limits for a simple random-exchange model 0 1 1 3 0 2 4 10
High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation 0 0 1 2 1 2 3 10
Hydrodynamics from kinetic models of conservative economies 0 0 1 6 2 2 3 36
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 1 1 1 166
Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing 0 0 0 0 0 0 1 4
Total Journal Articles 0 1 3 70 4 7 12 329

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-11-08