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Bertram D\"uring

Identifiers

  • name variant Bertram D\"uring 0.60 · backfill

Papers (20)

  1. High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models q-fin.CP · 2018 · author #1
  2. Boltzmann and Fokker-Planck equations modelling the Elo rating system with learning effects physics.soc-ph · 2018 · author #1
  3. Kinetic models for optimal control of wealth inequalities physics.soc-ph · 2018 · author #1
  4. Efficient hedging in Bates model using high-order compact finite differences q-fin.CP · 2017 · author #1
  5. High-order compact finite difference scheme for option pricing in stochastic volatility jump models q-fin.CP · 2017 · author #1
  6. A Lagrangian scheme for the solution of nonlinear diffusion equations using moving simplex meshes math.NA · 2017 · author #2
  7. Sparse grid high-order ADI scheme for option pricing in stochastic volatility models q-fin.CP · 2016 · author #1
  8. Essentially high-order compact schemes with application to stochastic volatility models on non-uniform grids q-fin.CP · 2016 · author #1
  9. Pattern formation of a nonlocal, anisotropic interaction model math.AP · 2016 · author #2
  10. A kinetic equation for economic value estimation with irrationality and herding math.AP · 2016 · author #1
  11. High-order ADI scheme for option pricing in stochastic volatility models q-fin.CP · 2015 · author #1
  12. A higher-order gradient flow scheme for a singular one-dimensional diffusion equation math.NA · 2015 · author #1
  13. High-order compact schemes for parabolic problems with mixed derivatives in multiple space dimensions math.NA · 2015 · author #1
  14. High-order ADI schemes for convection-diffusion equations with mixed derivative terms math.NA · 2015 · author #1
  15. High-order compact schemes for Black-Scholes basket options q-fin.CP · 2015 · author #1
  16. Opinion dynamics: inhomogeneous Boltzmann-type equations modelling opinion leadership and political segregation physics.soc-ph · 2015 · author #1
  17. High-order compact finite difference scheme for option pricing in stochastic volatility models q-fin.CP · 2014 · author #1
  18. High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids q-fin.CP · 2014 · author #1
  19. A primal-dual approach for a total variation Wasserstein flow math.NA · 2013 · author #3
  20. ADI splitting schemes for a fourth-order nonlinear partial differential equation from image processing math.NA · 2013 · author #2

Mentions

  • 1305.5368 #3 · backfill · confidence 0.70 Bertram D\"uring
  • 1305.5362 #2 · backfill · confidence 0.70 Bertram D\"uring

Frequent Coauthors