Kinetic wealth distribution models and diffusive limit equations

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Primary Data

Project Acronym Projekt Kurzbezeichnung
Kinetische Vermögensverteilungsmodelle
 
Project Title (de) Projekttitel (de)
Kinetic wealth distribution models and diffusive limit equations
 
Project Title (en) Projekttitel (en)
Kinetic wealth distribution models and diffusive limit equations
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 

Grants

Funder/Funding Agency Fördergeber
OeAD Österr.Austauschdienst GmbH Geschäftsstelle Wien
Grant number Förderkennnummer
HR 01/2010
 

Publications

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Subject:  Option pricing

Results 1-2 of 2 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Düring, Bertram ; Fournié, Michel High-order compact finite difference scheme for option pricing in stochastic volatility modelsBericht Report2010
2Düring, Bertram ; Fournié, Michel Compact finite difference scheme for option pricing in Heston's modelKonferenzbeitrag Inproceedings2010