Bertram Düring
Names
| first: |
Bertram |
| last: |
Düring |
Identifer
Contact
Affiliations
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University of Warwick, Mathematics Institute
- https://warwick.ac.uk/fac/sci/maths/
- location: Coventry, United Kingdom
Research profile
author of:
- High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids (RePEc:arx:papers:1404.5138)
by Bertram During & Michel Fourni'e & Christof Heuer - High-order compact finite difference scheme for option pricing in stochastic volatility models (RePEc:arx:papers:1404.5140)
by Bertram During & Michel Fourni'e - High-order compact schemes for Black-Scholes basket options (RePEc:arx:papers:1505.07613)
by Bertram During & Christof Heuer - High-order ADI scheme for option pricing in stochastic volatility models (RePEc:arx:papers:1512.02529)
by Bertram During & James Miles - A stylized model for wealth distribution (RePEc:arx:papers:1609.08978)
by Bertram During & Nicos Georgiou & Enrico Scalas - Essentially high-order compact schemes with application to stochastic volatility models on non-uniform grids (RePEc:arx:papers:1611.00316)
by Bertram During & Christof Heuer - Sparse grid high-order ADI scheme for option pricing in stochastic volatility models (RePEc:arx:papers:1611.01379)
by Bertram During & Christian Hendricks & James Miles - High-order compact finite difference scheme for option pricing in stochastic volatility jump models (RePEc:arx:papers:1704.05308)
by Bertram During & Alexander Pitkin - Efficient hedging in Bates model using high-order compact finite differences (RePEc:arx:papers:1710.05542)
by Bertram During & Alexander Pitkin - Kinetic models for optimal control of wealth inequalities (RePEc:arx:papers:1803.02171)
by Bertram During & Lorenzo Pareschi & Giuseppe Toscani - High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models (RePEc:arx:papers:1810.13248)
by Bertram During & Alexander Pitkin - Continuum and thermodynamic limits for a simple random-exchange model (RePEc:arx:papers:2003.00930)
by Bertram During & Nicos Georgiou & Sara Merino-Aceituno & Enrico Scalas - Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models (RePEc:arx:papers:2107.09094)
by Bertram During & Christof Heuer - Hydrodynamics from kinetic models of conservative economies (RePEc:eee:phsmap:v:384:y:2007:i:2:p:493-506)
by Düring, B. & Toscani, G. - Continuum and thermodynamic limits for a simple random-exchange model (RePEc:eee:spapps:v:149:y:2022:i:c:p:248-277)
by Düring, Bertram & Georgiou, Nicos & Merino-Aceituno, Sara & Scalas, Enrico - Asset pricing under information with stochastic volatility (RePEc:kap:revdev:v:12:y:2009:i:2:p:141-167)
by Bertram Düring - Option Prices Under Generalized Pricing Kernels (RePEc:kap:revdev:v:8:y:2005:i:2:p:97-123)
by Bertram Düring & Erik Lüders - Kinetic models for optimal control of wealth inequalities (RePEc:spr:eurphb:v:91:y:2018:i:10:d:10.1140_epjb_e2018-90138-1)
by Bertram Düring & Lorenzo Pareschi & Giuseppe Toscani - Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing (RePEc:spr:joptap:v:139:y:2008:i:3:d:10.1007_s10957-008-9404-4)
by B. Düring & A. Jüngel & S. Volkwein - High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (RePEc:wsi:ijtafx:v:06:y:2003:i:07:n:s0219024903002183)
by Bertram Düring & Michel Fournié & Ansgar Jüngel - High order compact finite difference schemes for a nonlinear Black-Scholes equation (RePEc:zbw:cofedp:0107)
by Düring, Bertram & Fournié, Michel & Jüngel, Ansgar - A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets (RePEc:zbw:cofedp:0401)
by Düring, Bertram & Jüngel, Ansgar - Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation (RePEc:zbw:cofedp:0402)
by Fournié, Michel & Düring, Bertram & Jüngel, Ansgar - A sequential quadratic programming method for volatility estimation in option pricing (RePEc:zbw:cofedp:0602)
by Düring, Bertram & Jüngel, Ansgar & Volkwein, S. - Hydrodynamics from kinetic models of conservative economies (RePEc:zbw:cofedp:0706)
by Düring, B. & Toscani, Giuseppe - International and domestic trading and wealth distribution (RePEc:zbw:cofedp:0802)
by Düring, Bertram & Toscani, Giuseppe - Kinetic equations modelling wealth redistribution: A comparison of approaches (RePEc:zbw:cofedp:0803)
by Düring, Bertram & Matthes, Daniel & Toscani, Giuseppe - Asset pricing under information with stochastic volatility (RePEc:zbw:cofedp:0804)
by Düring, Bertram - A Boltzmann-type approach to the formation of wealth distribution curves (RePEc:zbw:cofedp:0805)
by Düring, Bertram & Matthes, Daniel & Toscani, Giuseppe