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Ansgar Jüngel

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This is information that was supplied by Ansgar Jüngel in registering through RePEc. If you are Ansgar Jüngel , 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: Ansgar
Middle Name:
Last Name: Jüngel
Suffix:

RePEc Short-ID: pjn2

Email: [This author has chosen not to make the email address public]
Homepage: http://www.juengel.de.vu
Postal Address:
Phone:

Affiliation

Zentrum für Finanzen und Ökonometrie
Fachbereich Wirtschaftswissenschaften
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 (more details at EDIRC)

Works

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Working papers

  1. 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.
  2. 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.
  3. 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.

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