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

Results 1-10 of 10 (Search time: 0.005 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Düring, Bertram Option pricing: Calibration problems and generalized pricing kernelsPräsentation Presentation2010
2Düring, Bertram ; Jüngel, Ansgar Dynamic contagion and herding: microscopic models & diffusive limitsPräsentation Presentation2010
3Düring, Bertram High order compact finite differences for option pricingPräsentation Presentation2010
4Düring, Bertram ; Matthes, Daniel A mathematical theory for wealth distributionBuchbeitrag Book Contribution2010
5Düring, Bertram Kinetic modelling of opinion leadershipPräsentation Presentation2010
6Düring, Bertram ; Fournié, Michel High-order compact finite difference scheme for option pricing in stochastic volatility modelsBericht Report2010
7Düring, Bertram ; Matthes, Daniel ; Milisic, Josipa-Pina A gradient flow scheme for nonlinear fourth order equationsArtikel Article2010
8Düring, Bertram ; Fournié, Michel Compact finite difference scheme for option pricing in Heston's modelKonferenzbeitrag Inproceedings2010
9Düring, Bertram Multi-species models in econo- and sociophysicsBuchbeitrag Book Contribution2010
10Düring, Bertram Option pricing: Calibration problems and generalized pricing kernelsPräsentation Presentation2009