Person:379770

Available identifiers

zbMath Open during.bertramMaRDI QIDQ379770

List of research outcomes

Publication	Date of Publication	Type
Breaking consensus in kinetic opinion formation models on graphons	2024-08-15	Paper
Steady states of an Elo-type rating model for players of varying strength	2024-07-31	Paper
Time-Adaptive High-Order Compact Finite Difference Schemes for Option Pricing in a Family of Stochastic Volatility Models	2023-09-15	Paper
Kinetic models for optimal control of wealth inequalities	2023-07-26	Paper
Continuum and thermodynamic limits for a simple random-exchange model	2022-05-16	Paper
Continuum and thermodynamic limits for a wealth-distribution model	2021-12-02	Paper
High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models	2021-09-14	Paper
Stability Analysis of Line Patterns of an Anisotropic Interaction Model	2020-01-03	Paper
Equilibria of an anisotropic nonlocal interaction equation: Analysis and numerics	2019-12-19	Paper
Boltzmann and Fokker-Planck equations modelling the Elo rating system with learning effects	2019-07-08	Paper
High-order compact finite difference scheme for option pricing in stochastic volatility jump models	2019-06-20	Paper
Efficient hedging in Bates model using high-order compact finite differences	2019-06-11	Paper
An anisotropic interaction model for simulating fingerprints	2019-06-06	Paper
Sparse Grid High-Order ADI Scheme for Option Pricing in Stochastic Volatility Models	2019-02-28	Paper
Essentially High-Order Compact Schemes with Application to Stochastic Volatility Models on Non-Uniform Grids	2019-02-28	Paper
A Lagrangian scheme for the solution of nonlinear diffusion equations using moving simplex meshes	2018-07-12	Paper
Pattern formation of a nonlocal, anisotropic interaction model	2018-02-15	Paper
High-order ADI scheme for option pricing in stochastic volatility models	2017-10-05	Paper
Opinion dynamics: inhomogeneous Boltzmann-type equations modelling opinion leadership and political segregation	2017-09-29	Paper
A kinetic equation for economic value estimation with irrationality and herding	2016-12-19	Paper
A stylized model for wealth distribution	2016-09-28	Paper
High-Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions	2015-09-14	Paper
A higher-order gradient flow scheme for a singular one-dimensional diffusion equation	2015-09-01	Paper
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids	2015-08-26	Paper
A Primal-Dual Approach for a Total Variation Wasserstein Flow	2014-04-16	Paper
High-Order ADI Schemes for Convection-Diffusion Equations with Mixed Derivative Terms	2014-01-31	Paper
ADI splitting schemes for a fourth-order nonlinear partial differential equation from image processing	2013-11-11	Paper
A high-contrast fourth-order PDE from imaging: numerical solution by ADI splitting	2013-07-12	Paper
On the Stability of a Compact Finite Difference Scheme for Option Pricing	2012-08-27	Paper
High-order compact finite difference scheme for option pricing in stochastic volatility models	2012-08-03	Paper
A mathematical theory for wealth distribution	2011-03-25	Paper
A gradient flow scheme for nonlinear fourth order equations	2010-12-16	Paper
Boltzmann and Fokker–Planck equations modelling opinion formation in the presence of strong leaders	2010-10-02	Paper
https://portal.mardi4nfdi.de/entity/Q3404196	2010-02-08	Paper
https://portal.mardi4nfdi.de/entity/Q3400595	2010-02-05	Paper
EXPONENTIAL AND ALGEBRAIC RELAXATION IN KINETIC MODELS FOR WEALTH DISTRIBUTION	2010-02-05	Paper
Asset pricing under information with stochastic volatility	2009-11-23	Paper
Sequential quadratic programming method for volatility estimation in option pricing	2009-04-24	Paper
International and domestic trading and wealth distribution	2009-04-14	Paper
Option prices under generalized pricing kernels	2006-01-23	Paper
Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation	2005-09-08	Paper
Existence and uniqueness of solutions to a quasilinear parabolic equation with quadratic gradients in financial markets	2005-08-05	Paper
High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation	2004-09-07	Paper
Steady states of an Elo-type rating model for players of varying strength	N/A	Paper

Research outcomes over time

This page was built for person: Bertram Düring