Browsing All of EconStor by Author Düring, Bertram
Showing results 1 to 8 of 8
Year of Publication | Title | Author(s) |
2001 | High order compact finite difference schemes for a nonlinear Black-Scholes equation | Düring, Bertram; Fournié, Michel; Jüngel, Ansgar |
2004 | A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets | Düring, Bertram; Jüngel, Ansgar |
2004 | Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation | Fournié, Michel; Düring, Bertram; Jüngel, Ansgar |
2006 | A sequential quadratic programming method for volatility estimation in option pricing | Düring, Bertram; Jüngel, Ansgar; Volkwein, S. |
2008 | International and domestic trading and wealth distribution | Düring, Bertram; Toscani, Giuseppe |
2008 | A Boltzmann-type approach to the formation of wealth distribution curves | Düring, Bertram; Matthes, Daniel; Toscani, Giuseppe |
2008 | Asset pricing under information with stochastic volatility | Düring, Bertram |
2008 | Kinetic equations modelling wealth redistribution: A comparison of approaches | Düring, Bertram; Matthes, Daniel; Toscani, Giuseppe |