Bertram Düring : Citation Profile


5

H index

1

i10 index

71

Citations

RESEARCH PRODUCTION:

7

Articles

22

Papers

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 3
   Journals where Bertram Düring has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 13 (15.48 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdr43
   Updated: 2025-01-10    RAS profile: 2023-05-11    
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Relations with other researchers


Works with:

Scalas, Enrico (3)

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

Is cited by:

Leonida, Leone (2)

Dolfin, Marina (2)

Radi, Davide (1)

Verginer, Luca (1)

Desogus, Marco (1)

Cites to:

Scalas, Enrico (12)

Scholes, Myron (7)

Yakovenko, Victor (5)

Sznajd-Weron, Katarzyna (4)

Lo, Andrew (4)

merton, robert (4)

Ait-Sahalia, Yacine (4)

Ding, Ning (3)

Leland, Hayne (3)

Jackwerth, Jens (3)

Cochrane, John (2)

Main data


Production by document typepaperarticle200120022003200420052006200720082009201020112012201320142015201620172018201920202021202202.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2001200220032004200520062007200820092010201120122013201420152016201720182019202020212022010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2006200720082009201020112012201320142015201620172018201920202021202220232024051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year2003200420052006200720082009201020112012201320142015201620172018201920202021202202040Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 5Most cited documents12345670102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution20130820130920131020131120131220140120140220140320140420140520140620140720140820140920141020141120141220150120150220150320150420150520150620150720150820150920151020151120151220160120160220160320160420160520160620160720160820160920161020161120161220170120170220170320170420170520170620170720170820170920171020171120171220180120180220180320180420180520180620180720180820180920181020181120181220190120190220190320190420190520190620190720190820190920191020191120191220200120200220200320200420200520200620200720200820200920201020201120201220210120210220210320210420210520210620210720210820210920211020211120211220220120220220220320220420220520220620220720220820220920221020221120221220230120230220230320230420230520230620230720230820230920231020231120231220240120240220240320240420240520240620240720240820240920241020241120241220250102.557.5h-index Highcharts.comExport to raster or vector imagePrint the chart

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
Papers / arXiv.org13
CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE)9

Recent works citing Bertram Düring (2024 and 2023)


Year  ↓Title of citing document  ↓
2024Thermal Macroeconomics: An axiomatic theory of aggregate economic phenomena. (2024). MacKay, R S ; Chater, N J. In: Papers. RePEc:arx:papers:2412.00886.

Full description at Econpapers || Download paper

2023Numerical approximation and fast implementation to a generalized distributed-order time-fractional option pricing model. (2023). Zheng, Xiangcheng ; Jia, Jinhong ; Zhang, Meihui. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923002540.

Full description at Econpapers || Download paper

2024Kinetic model for asset allocation with strategy switching. (2024). Feng, Huarong ; Hu, Chunhua. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:636:y:2024:i:c:s0378437124000256.

Full description at Econpapers || Download paper

2024A finite element approach to the numerical solutions of Leland’s model. (2024). Zhumakhanova, Gulzat ; Erlangga, Yogi Ahmad ; Wei, Dongming. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:582-593.

Full description at Econpapers || Download paper

2023The mutual influence of knowledge and individual wealth growth. (2023). Lai, Shaoyong ; Zhou, Xia. In: The European Physical Journal B: Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:96:y:2023:i:6:d:10.1140_epjb_s10051-023-00543-w.

Full description at Econpapers || Download paper

Works by Bertram Düring:


Year  ↓Title  ↓Type  ↓Cited  ↓
2014High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids In: Papers.
[Full Text][Citation analysis]
paper5
2014High-order compact finite difference scheme for option pricing in stochastic volatility models In: Papers.
[Full Text][Citation analysis]
paper0
2015High-order compact schemes for Black-Scholes basket options In: Papers.
[Full Text][Citation analysis]
paper0
2015High-order ADI scheme for option pricing in stochastic volatility models In: Papers.
[Full Text][Citation analysis]
paper0
2021A stylized model for wealth distribution In: Papers.
[Full Text][Citation analysis]
paper0
2016Essentially high-order compact schemes with application to stochastic volatility models on non-uniform grids In: Papers.
[Full Text][Citation analysis]
paper0
2016Sparse grid high-order ADI scheme for option pricing in stochastic volatility models In: Papers.
[Full Text][Citation analysis]
paper0
2019High-order compact finite difference scheme for option pricing in stochastic volatility jump models In: Papers.
[Full Text][Citation analysis]
paper3
2017Efficient hedging in Bates model using high-order compact finite differences In: Papers.
[Full Text][Citation analysis]
paper0
2018Kinetic models for optimal control of wealth inequalities In: Papers.
[Full Text][Citation analysis]
paper9
2018Kinetic models for optimal control of wealth inequalities.(2018) In: The European Physical Journal B: Condensed Matter and Complex Systems.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
article
2019High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models In: Papers.
[Full Text][Citation analysis]
paper1
2020Continuum and thermodynamic limits for a simple random-exchange model In: Papers.
[Full Text][Citation analysis]
paper1
2022Continuum and thermodynamic limits for a simple random-exchange model.(2022) In: Stochastic Processes and their Applications.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1
article
2021Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models In: Papers.
[Full Text][Citation analysis]
paper0
2007Hydrodynamics from kinetic models of conservative economies In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]
article9
2007Hydrodynamics from kinetic models of conservative economies.(2007) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9
paper
2009Asset pricing under information with stochastic volatility In: Review of Derivatives Research.
[Full Text][Citation analysis]
article0
2008Asset pricing under information with stochastic volatility.(2008) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2005Option Prices Under Generalized Pricing Kernels In: Review of Derivatives Research.
[Full Text][Citation analysis]
article1
2008Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing In: Journal of Optimization Theory and Applications.
[Full Text][Citation analysis]
article0
2006A sequential quadratic programming method for volatility estimation in option pricing.(2006) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother 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]
article2
2001High order compact finite difference schemes for a nonlinear Black-Scholes equation.(2001) In: CoFE Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2
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.
[Full Text][Citation analysis]
paper3
2008International and domestic trading and wealth distribution In: CoFE Discussion Papers.
[Full Text][Citation analysis]
paper9
2008Kinetic equations modelling wealth redistribution: A comparison of approaches In: CoFE Discussion Papers.
[Full Text][Citation analysis]
paper22
2008A Boltzmann-type approach to the formation of wealth distribution curves In: CoFE Discussion Papers.
[Full Text][Citation analysis]
paper6

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team