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Bertram Düring

Personal Details

First Name:Bertram
Middle Name:
Last Name:Düring
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RePEc Short-ID:pdr43
[This author has chosen not to make the email address public]
http://www.sussex.ac.uk/Users/bd80

Affiliation

School of Mathematical and Physical Sciences, University of Sussex

http://www.sussex.ac.uk/mps
United Kingdom, Brighton

Research output

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Jump to: Articles

Articles

  1. Bertram Düring, 2009. "Asset pricing under information with stochastic volatility," Review of Derivatives Research, 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, vol. 384(2), pages 493-506.
  3. Bertram Düring & Erik Lüders, 2005. "Option Prices Under Generalized Pricing Kernels," Review of Derivatives Research, Springer, vol. 8(2), pages 97-123, August.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Bertram Düring, 2009. "Asset pricing under information with stochastic volatility," Review of Derivatives Research, Springer, vol. 12(2), pages 141-167, July.

    Cited by:

    1. Bertram During & Michel Fourni'e & Christof Heuer, 2014. "High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids," Papers 1404.5138, arXiv.org.

  2. Düring, B. & Toscani, G., 2007. "Hydrodynamics from kinetic models of conservative economies," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 384(2), pages 493-506.

    Cited by:

    1. Pierre Degond & Jian-Guo Liu & Christian Ringhofer, 2014. "Evolution of wealth in a nonconservative economy driven by local Nash equilibria," Working Papers hal-00967662, HAL.
    2. Anirban Chakraborti & Ioane Muni Toke & Marco Patriarca & Frédéric Abergel, 2011. "Econophysics review: II. Agent-based models," Post-Print hal-00621059, HAL.
    3. Pierre Degond & Jian-Guo Liu & Christian Ringhofer, 2013. "Evolution of the distribution of wealth in an economic environment driven by local Nash equilibria," Papers 1307.1685, arXiv.org.
    4. G. Toscani & C. Brugna & S. Demichelis, 2012. "Kinetic models for the trading of goods," Papers 1208.6305, arXiv.org.
    5. Pierre Degond & Jian-Guo Liu & Christian Ringhofer, 2014. "Evolution of wealth in a nonconservative economy driven by local Nash equilibria," Papers 1403.7800, arXiv.org.
    6. Maldarella, Dario & Pareschi, Lorenzo, 2012. "Kinetic models for socio-economic dynamics of speculative markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 391(3), pages 715-730.
    7. Marco Torregrossa & Giuseppe Toscani, 2017. "Wealth distribution in presence of debts. A Fokker--Planck description," Papers 1709.09858, arXiv.org.
    8. Bertram During & Lorenzo Pareschi & Giuseppe Toscani, 2018. "Kinetic models for optimal control of wealth inequalities," Papers 1803.02171, arXiv.org.

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