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 1 1 18 0 6 13 107
A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets 0 0 0 67 0 1 2 392
A sequential quadratic programming method for volatility estimation in option pricing 0 0 0 109 2 7 8 476
A stylized model for wealth distribution 0 0 1 46 0 4 8 68
Asset pricing under information with stochastic volatility 0 0 0 35 1 3 5 116
Continuum and thermodynamic limits for a simple random-exchange model 0 0 0 10 0 4 8 36
Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation 0 0 0 85 3 7 13 453
Efficient hedging in Bates model using high-order compact finite differences 0 0 0 4 0 2 2 7
Essentially high-order compact schemes with application to stochastic volatility models on non-uniform grids 0 0 0 4 0 2 2 17
High order compact finite difference schemes for a nonlinear Black-Scholes equation 0 0 0 166 0 3 4 576
High-order ADI scheme for option pricing in stochastic volatility models 0 0 0 11 1 4 4 39
High-order compact finite difference scheme for option pricing in stochastic volatility jump models 0 1 2 13 0 5 15 54
High-order compact finite difference scheme for option pricing in stochastic volatility models 0 0 0 5 0 5 6 15
High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models 0 0 0 0 0 2 4 20
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids 0 0 0 6 0 3 5 36
High-order compact schemes for Black-Scholes basket options 0 0 0 5 0 1 3 25
Hydrodynamics from kinetic models of conservative economies 0 0 0 20 0 6 11 130
International and domestic trading and wealth distribution 0 0 0 22 0 7 9 134
Kinetic equations modelling wealth redistribution: A comparison of approaches 1 1 1 27 3 8 8 126
Kinetic models for optimal control of wealth inequalities 0 0 0 7 1 3 4 26
Sparse grid high-order ADI scheme for option pricing in stochastic volatility models 0 0 0 13 0 5 8 39
Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models 0 0 0 3 0 2 3 10
Total Working Papers 1 3 5 676 11 90 145 2,902

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 4 4 97
Continuum and thermodynamic limits for a simple random-exchange model 0 0 1 3 1 4 7 14
High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation 0 0 1 2 0 6 9 16
Hydrodynamics from kinetic models of conservative economies 0 0 0 6 2 4 6 40
Kinetic models for optimal control of wealth inequalities 0 0 0 0 1 6 6 16
Option Prices Under Generalized Pricing Kernels 0 0 0 42 0 2 5 170
Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing 0 0 0 0 0 4 5 9
Total Journal Articles 0 0 2 70 4 30 42 362

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Statistics updated 2026-03-04