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 21-33 of 33 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
21Düring, Bertram ; Matthes, Daniel ; Toscani, Giuseppe Kinetic equations modelling wealth redistribution: a comparison of approachesBericht Report2008
22Düring, Bertram Semiconductor device optimization in the energy-transport modelPräsentation Presentation2008
23Düring, Bertram Kinetic models for wealth distribution and parameter identification in option pricingPräsentation Presentation2008
24Düring, Bertram ; Toscani, Giuseppe International and domestic trading and wealth distributionArtikel Article2008
25Düring, Bertram ; Matthes, Daniel ; Toscani, Giuseppe Exponential and Algebraic Relaxation in Kinetic Models for Wealth DistributionKonferenzbeitrag Inproceedings2008
26Düring, Bertram ; Matthes, Daniel ; Toscani, Giuseppe Kinetic equations modelling wealth redistribution: a comparison of approachesArtikel Article2008
27Düring, B. ; Jüngel, A. ; Volkwein, S. Sequential Quadratic Programming Method for Volatility Estimation in Option PricingArtikel Article2008
28Düring, Bertram Calibration problems in option pricingBuchbeitrag Book Contribution2008
29Düring, Bertram A semi-smooth Newton method for an inverse problem in option pricingArtikel ArticleDec-2007
30Düring, Bertram Pricing Kernels based on Information with Stochastic VolatilityPräsentation Presentation2007
31Düring, Bertram A semi-smooth Newton method for an inverse problem in option pricingPräsentation Presentation2007
32Düring, B. ; Toscani, G. Hydrodynamics from kinetic models of conservative economiesArtikel Article2007
33Düring, Bertram An inverse problem in option pricing and kinetic models for wealth distributionPräsentation Presentation2007