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Bertram Düring

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
RePEc Short-ID:pdr43
[This author has chosen not to make the email address public]
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  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.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (3) 2006-08-26 2006-08-26 2006-09-30. Author is listed
  2. NEP-FIN: Finance (2) 2006-08-26 2006-09-30
  3. NEP-CFN: Corporate Finance (1) 2006-08-26
  4. NEP-DGE: Dynamic General Equilibrium (1) 2008-10-21
  5. NEP-ETS: Econometric Time Series (1) 2006-08-26
  6. NEP-ORE: Operations Research (1) 2008-10-21

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