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

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Subject:  option pricing

Results 1-8 of 8 (Search time: 0.002 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Düring, Bertram Kalibrierungsprobleme in der OptionsbewertungPräsentation Presentation2009
2Düring, Bertram Asset pricing under information with stochastic volatilityArtikel Article 2009
3Düring, Bertram Calibration problems in option pricingPräsentation Presentation2008
4Düring, Bertram Calibration problems in option pricingBuchbeitrag Book Contribution2008
5Düring, Bertram A semi-smooth Newton method for an inverse problem in option pricingArtikel ArticleDec-2007
6Düring, Bertram Pricing Kernels based on Information with Stochastic VolatilityPräsentation Presentation2007
7Düring, Bertram A semi-smooth Newton method for an inverse problem in option pricingPräsentation Presentation2007
8Düring, Bertram An inverse problem in option pricing and kinetic models for wealth distributionPräsentation Presentation2007