The following pages link to Bertram Düring (Q379770):
Displaying 42 items.
- ADI splitting schemes for a fourth-order nonlinear partial differential equation from image processing (Q379771) (← links)
- High-order compact finite difference scheme for option pricing in stochastic volatility models (Q442737) (← links)
- A gradient flow scheme for nonlinear fourth order equations (Q612886) (← links)
- A kinetic equation for economic value estimation with irrationality and herding (Q728182) (← links)
- Option prices under generalized pricing kernels (Q812143) (← links)
- (Q1011868) (redirect page) (← links)
- International and domestic trading and wealth distribution (Q1011869) (← links)
- Sequential quadratic programming method for volatility estimation in option pricing (Q1014041) (← links)
- Asset pricing under information with stochastic volatility (Q1039656) (← links)
- A Lagrangian scheme for the solution of nonlinear diffusion equations using moving simplex meshes (Q1651326) (← links)
- High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models (Q1982765) (← links)
- Boltzmann and Fokker-Planck equations modelling the Elo rating system with learning effects (Q2003403) (← links)
- Continuum and thermodynamic limits for a wealth-distribution model (Q2056449) (← links)
- Continuum and thermodynamic limits for a simple random-exchange model (Q2137757) (← links)
- High-order ADI scheme for option pricing in stochastic volatility models (Q2406630) (← links)
- Efficient hedging in Bates model using high-order compact finite differences (Q2417141) (← links)
- An anisotropic interaction model for simulating fingerprints (Q2420454) (← links)
- High-order compact finite difference scheme for option pricing in stochastic volatility jump models (Q2423603) (← links)
- Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets (Q2486634) (← links)
- High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids (Q2517498) (← links)
- A high-contrast fourth-order PDE from imaging: numerical solution by ADI splitting (Q2839836) (← links)
- On the Stability of a Compact Finite Difference Scheme for Option Pricing (Q2905430) (← links)
- High-Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions (Q2945680) (← links)
- A mathematical theory for wealth distribution (Q3084759) (← links)
- (Q3400595) (← links)
- EXPONENTIAL AND ALGEBRAIC RELAXATION IN KINETIC MODELS FOR WEALTH DISTRIBUTION (Q3403860) (← links)
- (Q3404196) (← links)
- Pattern formation of a nonlocal, anisotropic interaction model (Q4603529) (← links)
- Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models (Q4626509) (← links)
- Essentially High-Order Compact Schemes with Application to Stochastic Volatility Models on Non-Uniform Grids (Q4626510) (← links)
- High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation (Q4812335) (← links)
- Boltzmann and Fokker–Planck equations modelling opinion formation in the presence of strong leaders (Q4931055) (← links)
- Stability Analysis of Line Patterns of an Anisotropic Interaction Model (Q5207528) (← links)
- Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation (Q5315457) (← links)
- Opinion dynamics: inhomogeneous Boltzmann-type equations modelling opinion leadership and political segregation (Q5363415) (← links)
- A Primal-Dual Approach for a Total Variation Wasserstein Flow (Q5410560) (← links)
- High-Order ADI Schemes for Convection-Diffusion Equations with Mixed Derivative Terms (Q5745784) (← links)
- Kinetic models for optimal control of wealth inequalities (Q6108551) (← links)
- Equilibria of an anisotropic nonlocal interaction equation: Analysis and numerics (Q6331450) (← links)
- Steady states of an Elo-type rating model for players of varying strength (Q6505788) (← links)
- Steady states of an Elo-type rating model for players of varying strength (Q6581620) (← links)
- Breaking consensus in kinetic opinion formation models on graphons (Q6588234) (← links)
