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 5 8 18 112
A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets 1 1 1 68 1 2 2 393
A sequential quadratic programming method for volatility estimation in option pricing 0 0 0 109 0 5 8 476
A stylized model for wealth distribution 0 0 1 46 0 3 8 68
Asset pricing under information with stochastic volatility 0 0 0 35 0 2 5 116
Continuum and thermodynamic limits for a simple random-exchange model 0 0 0 10 1 2 9 37
Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation 0 0 0 85 1 5 14 454
Efficient hedging in Bates model using high-order compact finite differences 0 0 0 4 1 3 3 8
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 1 3 5 577
High-order ADI scheme for option pricing in stochastic volatility models 0 0 0 11 0 3 4 39
High-order compact finite difference scheme for option pricing in stochastic volatility jump models 0 0 2 13 2 5 17 56
High-order compact finite difference scheme for option pricing in stochastic volatility models 0 0 0 5 2 6 8 17
High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models 0 0 0 0 2 4 6 22
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids 0 0 0 6 1 4 6 37
High-order compact schemes for Black-Scholes basket options 0 0 0 5 1 2 4 26
Hydrodynamics from kinetic models of conservative economies 0 0 0 20 1 5 12 131
International and domestic trading and wealth distribution 0 0 0 22 3 6 12 137
Kinetic equations modelling wealth redistribution: A comparison of approaches 0 1 1 27 0 7 8 126
Kinetic models for optimal control of wealth inequalities 0 0 0 7 0 2 4 26
Sparse grid high-order ADI scheme for option pricing in stochastic volatility models 0 0 0 13 1 6 9 40
Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models 0 0 0 3 1 3 4 11
Total Working Papers 1 2 6 677 24 88 168 2,926

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 3 4 97
Continuum and thermodynamic limits for a simple random-exchange model 0 0 1 3 1 5 8 15
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 5 8 42
Kinetic models for optimal control of wealth inequalities 0 0 0 0 1 6 7 17
Option Prices Under Generalized Pricing Kernels 0 0 0 42 2 4 7 172
Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing 0 0 0 0 3 6 8 12
Total Journal Articles 0 0 2 70 9 35 51 371

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Statistics updated 2026-04-09