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

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Primary Data

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
 

Grants

Funder/Funding Agency Fördergeber
Deutsche Forschungsgemeinschaft

Publications

Results 1-20 of 33 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Düring, Bertram Multi-species models in econo- and sociophysicsBuchbeitrag Book Contribution2010
2Düring, Bertram ; Matthes, Daniel ; Milisic, Josipa-Pina A gradient flow scheme for nonlinear fourth order equationsArtikel Article 2010
3Düring, Bertram ; Matthes, Daniel A mathematical theory for wealth distributionBuchbeitrag Book Contribution2010
4Düring, Bertram ; Matthes, Daniel ; Milisic, Josipa-Pina A gradient flow scheme for nonlinear fourth order equationsBericht Report2009
5Düring, Bertram Asset pricing under information with stochastic volatilityArtikel Article 2009
6Düring, Bertram ; Matthes, Daniel ; Toscani, Giuseppe A Boltzmann-type approach to the formation of wealth distribution curvesArtikel Article2009
7Düring, Bertram ; Markowich, Peter ; Pietschmann, Jan-Frederik ; Wolfram, Marie-Therese Boltzmann and Fokker-Planck equations modelling opinion formation in the presence of strong leadersArtikel Article 2009
8Düring, Bertram ; Markowich, Peter ; Pietschmann, Jan-Frederik ; Wolfram, Marie-Therese Boltzmann and Fokker-Planck equations modelling opinion formation in the presence of strong leadersBericht Report2009
9Düring, Bertram Kinetic modelling of opinion leadershipPräsentation Presentation2009
10Düring, Bertram Kalibrierungsprobleme in der OptionsbewertungPräsentation Presentation2009
11Düring, Bertram Calibration problems in option pricingPräsentation Presentation2009
12Düring, Bertram Kinetic models for wealth distribution: Steady states and relaxation behaviorPräsentation Presentation2009
13Düring, Bertram Calibration problems in option pricingPräsentation Presentation2008
14Düring, Bertram Semiconductor device optimizationPräsentation Presentation2008
15Düring, Bertram Asset pricing under information with stochastic volatilityBericht Report2008
16Düring, Bertram ; Toscani, Giuseppe International and domestic trading and wealth distributionBericht Report2008
17Düring, Bertram ; Matthes, Daniel ; Toscani, Giuseppe Kinetic equations modelling wealth redistribution: a comparison of approachesBericht Report2008
18Düring, Bertram Semiconductor device optimization in the energy-transport modelPräsentation Presentation2008
19Düring, Bertram ; Matthes, Daniel ; Toscani, Giuseppe A Boltzmann-type approach to the formation of wealth distribution curvesBericht Report2008
20Düring, B. ; Jüngel, A. ; Volkwein, S. Sequential Quadratic Programming Method for Volatility Estimation in Option PricingArtikel Article 2008