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Bertram Düring

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This is information that was supplied by Bertram Düring in registering through RePEc. If you are Bertram Düring , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Bertram
Middle Name:
Last Name: Düring
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RePEc Short-ID: pdr43

Email: [This author has chosen not to make the email address public]
Homepage: http://www.sussex.ac.uk/Users/bd80
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Affiliation

School of Mathematical and Physical Sciences, University of Sussex
Homepage: http://www.sussex.ac.uk/mps
Location: United Kingdom, Brighton

Works

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Working papers

  1. Bertram Düring & Daniel Matthes & Giuseppe Toscani, 2008. "A Boltzmann-type Approach to the Formation of Wealth Distribution Curves," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 08-05, Center of Finance and Econometrics, University of Konstanz.
  2. Bertram Düring & Giuseppe Toscani, 2008. "International and Domestic Trading and Wealth Distribution," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 08-02, Center of Finance and Econometrics, University of Konstanz.
  3. Bertram Düring & Daniel Matthes & Giuseppe Toscani, 2008. "Kinetic Equations modelling Wealth Redistribution: A comparison of Approaches," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 08-03, Center of Finance and Econometrics, University of Konstanz.
  4. Bertram Düring, 2008. "Asset Pricing Under Information with Stochastic Volatility," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 08-04, Center of Finance and Econometrics, University of Konstanz.
  5. B. Düring & G. Toscani, 2007. "Hydrodynamics from kinetic models of conservative economies," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 07-06, Center of Finance and Econometrics, University of Konstanz.
  6. Bertram Düring & Ansgar Jüngel & S. Volkwein, 2006. "A Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 06-02, Center of Finance and Econometrics, University of Konstanz.
  7. Bertram Düring & Ansgar Jüngel, 2004. "A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 04-01, Center of Finance and Econometrics, University of Konstanz.
  8. Bertram Düring & Michel Fournié & Ansgar Jüngel, 2004. "Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 04-02, Center of Finance and Econometrics, University of Konstanz.
  9. Bertram Düring & Michel Fournié & Ansgar Jüngel, 2001. "High order compact finite difference schemes for a nonlinear Black-Scholes equation," CoFE Discussion Paper, Center of Finance and Econometrics, University of Konstanz 01-07, Center of Finance and Econometrics, University of Konstanz.

Articles

  1. Bertram Düring, 2009. "Asset pricing under information with stochastic volatility," Review of Derivatives Research, Springer, Springer, vol. 12(2), pages 141-167, July.
  2. Düring, B. & Toscani, G., 2007. "Hydrodynamics from kinetic models of conservative economies," Physica A: Statistical Mechanics and its Applications, Elsevier, Elsevier, vol. 384(2), pages 493-506.
  3. Bertram Düring & Erik Lüders, 2005. "Option Prices Under Generalized Pricing Kernels," Review of Derivatives Research, Springer, Springer, vol. 8(2), pages 97-123, August.

NEP Fields

9 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (1) 2006-08-26
  2. NEP-DGE: Dynamic General Equilibrium (1) 2008-10-21
  3. NEP-ETS: Econometric Time Series (1) 2006-08-26
  4. NEP-FMK: Financial Markets (3) 2006-08-26 2006-08-26 2006-09-30. Author is listed
  5. NEP-ORE: Operations Research (1) 2008-10-21

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