Bertram Düring : Citation Profile


Are you Bertram Düring?

5

H index

1

i10 index

60

Citations

RESEARCH PRODUCTION:

7

Articles

22

Papers

RESEARCH ACTIVITY:

   21 years (2001 - 2022). See details.
   Cites by year: 2
   Journals where Bertram Düring has often published
   Relations with other researchers
   Recent citing documents: 2.    Total self citations: 13 (17.81 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pdr43
   Updated: 2024-04-18    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)

Verginer, Luca (1)

Radi, Davide (1)

Desogus, Marco (1)

Cites to:

Scalas, Enrico (12)

Scholes, Myron (7)

Yakovenko, Victor (5)

Sznajd-Weron, Katarzyna (4)

Ait-Sahalia, Yacine (4)

Lo, Andrew (4)

merton, robert (4)

Leland, Hayne (3)

Jackwerth, Jens (3)

Ding, Ning (3)

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

Recent works citing Bertram Düring (2024 and 2023)


YearTitle of citing document
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

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:


YearTitleTypeCited
2014High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids In: Papers.
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paper5
2014High-order compact finite difference scheme for option pricing in stochastic volatility models In: Papers.
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paper0
2015High-order compact schemes for Black-Scholes basket options In: Papers.
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paper0
2015High-order ADI scheme for option pricing in stochastic volatility models In: Papers.
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paper0
2021A stylized model for wealth distribution In: Papers.
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paper0
2016Essentially high-order compact schemes with application to stochastic volatility models on non-uniform grids In: Papers.
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paper0
2016Sparse grid high-order ADI scheme for option pricing in stochastic volatility models In: Papers.
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paper0
2019High-order compact finite difference scheme for option pricing in stochastic volatility jump models In: Papers.
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paper1
2017Efficient hedging in Bates model using high-order compact finite differences In: Papers.
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paper0
2018Kinetic models for optimal control of wealth inequalities In: Papers.
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paper6
2018Kinetic models for optimal control of wealth inequalities.(2018) In: The European Physical Journal B: Condensed Matter and Complex Systems.
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This paper has nother version. Agregated cites: 6
article
2019High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models In: Papers.
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paper1
2020Continuum and thermodynamic limits for a simple random-exchange model In: Papers.
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paper0
2022Continuum and thermodynamic limits for a simple random-exchange model.(2022) In: Stochastic Processes and their Applications.
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This paper has nother version. Agregated cites: 0
article
2021Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models In: Papers.
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paper0
2007Hydrodynamics from kinetic models of conservative economies In: Physica A: Statistical Mechanics and its Applications.
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article9
2007Hydrodynamics from kinetic models of conservative economies.(2007) In: CoFE Discussion Papers.
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This paper has nother version. Agregated cites: 9
paper
2009Asset pricing under information with stochastic volatility In: Review of Derivatives Research.
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article0
2008Asset pricing under information with stochastic volatility.(2008) In: CoFE Discussion Papers.
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This paper has nother version. Agregated cites: 0
paper
2005Option Prices Under Generalized Pricing Kernels In: Review of Derivatives Research.
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article1
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.
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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).
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article1
2001High order compact finite difference schemes for a nonlinear Black-Scholes equation.(2001) In: CoFE Discussion Papers.
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This paper has nother version. Agregated cites: 1
paper
2004A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets In: CoFE Discussion Papers.
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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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paper6
2008Kinetic equations modelling wealth redistribution: A comparison of approaches In: CoFE Discussion Papers.
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paper21
2008A Boltzmann-type approach to the formation of wealth distribution curves In: CoFE Discussion Papers.
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paper6

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