Bertram Düring : Citation Profile


Are you Bertram Düring?

5

H index

2

i10 index

61

Citations

RESEARCH PRODUCTION:

6

Articles

9

Papers

RESEARCH ACTIVITY:

   17 years (2001 - 2018). See details.
   Cites by year: 3
   Journals where Bertram Düring has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 3 (4.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdr43
   Updated: 2022-11-19    RAS profile: 2022-07-12    
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Relations with other researchers


Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Bertram Düring.

Is cited by:

Scalas, Enrico (9)

Dolfin, Marina (2)

Leonida, Leone (2)

Verginer, Luca (1)

Cites to:

Scalas, Enrico (6)

Ait-Sahalia, Yacine (4)

Lo, Andrew (4)

Jackwerth, Jens (3)

Yakovenko, Victor (3)

Leland, Hayne (3)

Scholes, Myron (3)

Ding, Ning (3)

merton, robert (3)

Jarrow, Robert (2)

Campbell, John (2)

Main data


Where Bertram Düring has published?


Journals with more than one article published# docs
Review of Derivatives Research2

Working Papers Series with more than one paper published# docs
CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE)9

Recent works citing Bertram Düring (2022 and 2021)


YearTitle of citing document
2021A stylized model for wealth distribution. (2016). Scalas, Enrico ; During, Bertram ; Georgiou, Nicos . In: Papers. RePEc:arx:papers:1609.08978.

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2021Should the government reward cooperation? Insights from an agent-based model of wealth redistribution. (2021). Vaccario, Giacomo ; Verginer, Luca ; Schweitzer, Frank. In: Papers. RePEc:arx:papers:2101.05580.

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2022Optimal control about multi-agent wealth exchange and decision-making competence. (2022). Sun, Rongmei ; Lai, Shaoyong ; Wang, Lingling. In: Applied Mathematics and Computation. RePEc:eee:apmaco:v:417:y:2022:i:c:s0096300321008547.

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2021Optimal risk in wealth exchange models: Agent dynamics from a microscopic perspective. (2021). Laguna, Maria Fabiana ; Neer, Julian. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:566:y:2021:i:c:s0378437120309237.

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2022Continuum and thermodynamic limits for a simple random-exchange model. (2022). Scalas, Enrico ; Merino-Aceituno, Sara ; Georgiou, Nicos ; During, Bertram. In: Stochastic Processes and their Applications. RePEc:eee:spapps:v:149:y:2022:i:c:p:248-277.

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Works by Bertram Düring:


YearTitleTypeCited
2007Hydrodynamics from kinetic models of conservative economies In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article12
2007Hydrodynamics from kinetic models of conservative economies.(2007) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 12
paper
2009Asset pricing under information with stochastic volatility In: Review of Derivatives Research.
[Full Text][Citation analysis]
article1
2008Asset pricing under information with stochastic volatility.(2008) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2005Option Prices Under Generalized Pricing Kernels In: Review of Derivatives Research.
[Full Text][Citation analysis]
article1
2018Kinetic models for optimal control of wealth inequalities In: The European Physical Journal B: Condensed Matter and Complex Systems.
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article6
2008Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing In: Journal of Optimization Theory and Applications.
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article0
2006A sequential quadratic programming method for volatility estimation in option pricing.(2006) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2003High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation In: International Journal of Theoretical and Applied Finance (IJTAF).
[Full Text][Citation analysis]
article1
2001High order compact finite difference schemes for a nonlinear Black-Scholes equation.(2001) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2004A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets In: CoFE Discussion Papers.
[Full Text][Citation analysis]
paper0
2004Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation In: CoFE Discussion Papers.
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paper3
2008International and domestic trading and wealth distribution In: CoFE Discussion Papers.
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paper7
2008Kinetic equations modelling wealth redistribution: A comparison of approaches In: CoFE Discussion Papers.
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paper24
2008A Boltzmann-type approach to the formation of wealth distribution curves In: CoFE Discussion Papers.
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paper6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 1st 2022. Contact: CitEc Team