6
H index
2
i10 index
80
Citations
Bertram Düring : Citation Profile
| RESEARCH PRODUCTION: 7 Articles 22 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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21 years (2001 - 2022). 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:
| Cites to:
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Main data
Where Bertram Düring has published?
| Journals with more than one article published | # docs |
|---|---|
| Review of Derivatives Research | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 13 |
| CoFE Discussion Papers / University of Konstanz, Center of Finance and Econometrics (CoFE) | 9 |
Recent works citing Bertram Düring (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Thermal Macroeconomics: An axiomatic theory of aggregate economic phenomena. (2025). MacKay, R S ; Chater, N J. In: Papers. RePEc:arx:papers:2412.00886. Full description at Econpapers || Download paper |
| 2024 | Kinetic 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 |
| 2025 | Wealth inequality in agent-based economies: The dominant role of social protection over growth. (2025). Laguna, Mara Fabiana ; Giordano, Lautaro ; Villafae, Gastn. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:680:y:2025:i:c:s0378437125007058. Full description at Econpapers || Download paper |
| 2024 | A finite element approach to the numerical solutions of Leland’s model. (2024). Erlangga, Yogi Ahmad ; Zhumakhanova, Gulzat ; 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 |
| 2024 | Kinetic Models for the Exchange of Production Factors in a Multi-agent Market. (2024). Chen, Hongjing ; Hu, Hanlei ; Lai, Chong. In: Computational Economics. RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10417-z. Full description at Econpapers || Download paper |
| 2024 | Fast and Accurate Computation of the Regime-Switching Jump-Diffusion Option Prices Using Laplace Transform and Compact Difference with Convergence Guarantee. (2024). Chen, Yong. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:1:d:10.1007_s10614-023-10426-y. Full description at Econpapers || Download paper |
| 2024 | Machine Learning Solutions for Fast Real Estate Derivatives Pricing. (2024). He, Xubiao ; Cao, Peiwei. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10506-z. Full description at Econpapers || Download paper |
| 2025 | An Efficient IMEX Compact Scheme for the Coupled Time Fractional Integro-Differential Equations Arising from Option Pricing with Jumps. (2025). Chen, Yong ; Li, Liangliang. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:4:d:10.1007_s10614-024-10642-0. Full description at Econpapers || Download paper |
| 2025 | A Computational Study for Pricing European- and American-Type Options Under Heston’s Stochastic Volatility Model: Application of the SUPG-YZ $$\beta$$ β Formulation. (2025). Cengizci, Sleyman ; Uur, MR. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10704-3. Full description at Econpapers || Download paper |
| 2024 | Twenty-five years of random asset exchange modeling. (2024). Gao, Oliver H ; Greenberg, Max. In: The European Physical Journal B: Condensed Matter and Complex Systems. RePEc:spr:eurphb:v:97:y:2024:i:6:d:10.1140_epjb_s10051-024-00695-3. Full description at Econpapers || Download paper |
| 2024 | A multi-agent description of the influence of higher education on social stratification. (2024). Zanella, Mattia ; Toscani, Giuseppe ; Dimarco, Giacomo. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:19:y:2024:i:3:d:10.1007_s11403-022-00358-5. Full description at Econpapers || Download paper |
Works by Bertram Düring:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2014 | High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids In: Papers. [Full Text][Citation analysis] | paper | 8 |
| 2014 | High-order compact finite difference scheme for option pricing in stochastic volatility models In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2015 | High-order compact schemes for Black-Scholes basket options In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | High-order ADI scheme for option pricing in stochastic volatility models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2021 | A stylized model for wealth distribution In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Essentially high-order compact schemes with application to stochastic volatility models on non-uniform grids In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Sparse grid high-order ADI scheme for option pricing in stochastic volatility models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | High-order compact finite difference scheme for option pricing in stochastic volatility jump models In: Papers. [Full Text][Citation analysis] | paper | 4 |
| 2017 | Efficient hedging in Bates model using high-order compact finite differences In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2018 | Kinetic models for optimal control of wealth inequalities In: Papers. [Full Text][Citation analysis] | paper | 10 |
| 2018 | Kinetic 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: 10 | article | |
| 2019 | High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Continuum and thermodynamic limits for a simple random-exchange model In: Papers. [Full Text][Citation analysis] | paper | 1 |
| 2022 | Continuum 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 | |
| 2021 | Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2007 | Hydrodynamics from kinetic models of conservative economies In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
| 2007 | Hydrodynamics from kinetic models of conservative economies.(2007) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
| 2009 | Asset pricing under information with stochastic volatility In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 0 |
| 2008 | Asset pricing under information with stochastic volatility.(2008) In: CoFE Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2005 | Option Prices Under Generalized Pricing Kernels In: Review of Derivatives Research. [Full Text][Citation analysis] | article | 1 |
| 2008 | Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing In: Journal of Optimization Theory and Applications. [Full Text][Citation analysis] | article | 0 |
| 2006 | A 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 | |
| 2003 | High Order Compact Finite Difference Schemes for a Nonlinear Black-Scholes Equation In: International Journal of Theoretical and Applied Finance (IJTAF). [Full Text][Citation analysis] | article | 5 |
| 2001 | High 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: 5 | paper | |
| 2004 | A Quasilinear Parabolic Equation with Quadratic Growth of the Gradient modeling Incomplete Financial Markets In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Convergence of a high-order compact finite difference scheme for a nonlinear Black-Scholes equation In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 3 |
| 2008 | International and domestic trading and wealth distribution In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2008 | Kinetic equations modelling wealth redistribution: A comparison of approaches In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 22 |
| 2008 | A Boltzmann-type approach to the formation of wealth distribution curves In: CoFE Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated May, 3 2026. Contact: CitEc Team