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 1 1 1 18 3 4 11 104
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 2 3 3 471
A stylized model for wealth distribution 0 0 1 46 1 1 5 65
Asset pricing under information with stochastic volatility 0 0 0 35 1 1 4 114
Continuum and thermodynamic limits for a simple random-exchange model 0 0 0 10 3 5 7 35
Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation 0 0 0 85 3 7 9 449
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 1 2 2 574
High-order ADI scheme for option pricing in stochastic volatility models 0 0 0 11 1 1 4 36
High-order compact finite difference scheme for option pricing in stochastic volatility jump models 1 1 2 13 2 7 12 51
High-order compact finite difference scheme for option pricing in stochastic volatility models 0 0 0 5 1 2 2 11
High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models 0 0 0 0 0 2 2 18
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids 0 0 0 6 0 2 2 33
High-order compact schemes for Black-Scholes basket options 0 0 0 5 0 1 2 24
Hydrodynamics from kinetic models of conservative economies 0 0 0 20 2 6 8 126
International and domestic trading and wealth distribution 0 0 0 22 4 4 6 131
Kinetic equations modelling wealth redistribution: A comparison of approaches 0 0 0 26 1 1 2 119
Kinetic models for optimal control of wealth inequalities 0 0 0 7 1 1 2 24
Sparse grid high-order ADI scheme for option pricing in stochastic volatility models 0 0 0 13 0 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 1 1 8
Total Working Papers 2 2 4 675 26 53 88 2,838

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 1 1 1 94
Continuum and thermodynamic limits for a simple random-exchange model 0 0 1 3 0 0 4 10
High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation 0 0 1 2 0 1 3 10
Hydrodynamics from kinetic models of conservative economies 0 0 0 6 1 3 3 37
Kinetic models for optimal control of wealth inequalities 0 0 0 0 1 1 1 11
Option Prices Under Generalized Pricing Kernels 0 0 0 42 0 3 3 168
Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing 0 0 0 0 1 2 3 6
Total Journal Articles 0 0 2 70 4 11 18 336

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Statistics updated 2026-01-09