Information about:
Bertram Düring

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage: http://www.asc.tuwien.ac.at/~bduering
Postal Address:
Phone:

Affiliation

• Technische Universität Wien (Vienna University of Technology)

  Homepage: http://www.tuwien.ac.at
  Location: Wien, Austria
  

• Zentrum für Finanzen und Ökonometrie (Center for Finance and Econometrics)
  Fachbereich Wirtschaftswissenschaften (Department of Economics)
  Universität Konstanz

  Location: Konstanz, Germany
  Homepage: http://cofe.uni-konstanz.de/
  Email:
  Phone: ++49-7531-88-2204
  Fax: 07531-88-4450
  Postal: Fach D 147, D-78457 Konstanz
  Handle: RePEc:edi:zfkonde (registered authors at this institution)

Working papers

1. Bertram Düring & Giuseppe Toscani, 2008. "International and Domestic Trading and Wealth Distribution," CoFE Discussion Paper 08-02, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

2. Bertram Düring, 2008. "Asset Pricing Under Information with Stochastic Volatility," CoFE Discussion Paper 08-04, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
   Published as:
   • Bertram Düring, 2009. "Asset pricing under information with stochastic volatility," Review of Derivatives Research, Springer, vol. 12(2), pages 141-167, July. [Downloadable!] (restricted)

3. Bertram Düring & Daniel Matthes & Giuseppe Toscani, 2008. "A Boltzmann-type Approach to the Formation of Wealth Distribution Curves," CoFE Discussion Paper 08-05, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

4. Bertram Düring & Daniel Matthes & Giuseppe Toscani, 2008. "Kinetic Equations modelling Wealth Redistribution: A comparison of Approaches," CoFE Discussion Paper 08-03, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

5. B. Düring & G. Toscani, 2007. "Hydrodynamics from kinetic models of conservative economies," CoFE Discussion Paper 07-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

6. Bertram Düring & Ansgar Jüngel & S. Volkwein, 2006. "A Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing," CoFE Discussion Paper 06-02, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

7. 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 04-02, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

8. Bertram Düring & Ansgar Jüngel, 2004. "A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets," CoFE Discussion Paper 04-01, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

9. Bertram Düring & Michel Fournié & Ansgar Jüngel, 2001. "High order compact finite difference schemes for a nonlinear Black-Scholes equation," CoFE Discussion Paper 01-07, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

1. Bertram Düring, 2009. "Asset pricing under information with stochastic volatility," Review of Derivatives Research, Springer, vol. 12(2), pages 141-167, July. [Downloadable!] (restricted)
   Other versions:
   • Bertram Düring, 2008. "Asset Pricing Under Information with Stochastic Volatility," CoFE Discussion Paper 08-04, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]

2. Bertram Düring & Erik Lüders, 2005. "Option Prices Under Generalized Pricing Kernels," Review of Derivatives Research, Springer, vol. 8(2), pages 97-123, August. [Downloadable!] (restricted)

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-FIN: Finance (2) 2006-08-26 2006-09-30
5. NEP-FMK: Financial Markets (3) 2006-08-26 2006-08-26 2006-09-30 Author is listed
6. NEP-ORE: Operations Research (1) 2008-10-21

This page was last updated on 2009-11-30.