Numerics and modeling of nonlinear partial differential equations for the description of credit and price risks


Project Acronym Projekt Kurzbezeichnung
Credit and price risks
 
Project Title (de) Projekttitel (de)
Numerics and modeling of nonlinear partial differential equations for the description of credit and price risks
 
Project Title (en) Projekttitel (en)
Numerics and modeling of nonlinear partial differential equations for the description of credit and price risks
 
Consortium Coordinator Koordinator des Konsortiums
 
Principal Investigator Projektleiter_in
 
Funder/Funding Agency Fördergeber
Deutsche Forschungsgemeinschaft

Results 1-10 of 10 (Search time: 0.002 seconds).

PreviewAuthors / EditorsTitleTypeIssue Date
1Düring, Bertram ; Basu, B. Multi-species models in econo- and sociophysicsBuchbeitrag Book Contribution2010
2Düring, Bertram ; Matthes, Daniel ; Toscani, Giuseppe Kinetic equations modelling wealth redistribution: a comparison of approachesBuchbeitrag Book Contribution2008
3Düring, Bertram ; Toscani, Giuseppe International and domestic trading and wealth distributionBuchbeitrag Book Contribution2008
4Düring, Bertram ; Matthes, Daniel ; Toscani, Giuseppe ; Manganaro, Natale ; Monaco, Roberto ; Rionero, Salvatore Exponential and Algebraic Relaxation in Kinetic Models for Wealth DistributionKonferenzbeitrag Inproceedings2008
5Düring, Bertram ; Ehrhardt, Matthias Calibration problems in option pricingBuchbeitrag Book Contribution2008
6Düring, Bertram ; Markowich, Peter ; Pietschmann, Jan-Frederik ; Wolfram, Marie-Therese Boltzmann and Fokker-Planck equations modelling opinion formation in the presence of strong leadersBuchbeitrag Book Contribution2009
7Düring, Bertram Asset pricing under information with stochastic volatilityBuchbeitrag Book Contribution2008
8Düring, Bertram ; Matthes, Daniel ; Naldi, Giovanni ; Pareschi, Lorenzo ; Toscani, Giuseppe A mathematical theory for wealth distributionBuchbeitrag Book Contribution2010
9Düring, Bertram ; Matthes, Daniel ; Milisic, Josipa-Pina A gradient flow scheme for nonlinear fourth order equationsBuchbeitrag Book Contribution2009
10Düring, Bertram ; Matthes, Daniel ; Toscani, Giuseppe A Boltzmann-type approach to the formation of wealth distribution curvesBuchbeitrag Book Contribution2008