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 1-9 of 9 (Search time: 0.003 seconds).

PreviewAuthor(s)TitleTypeIssue Date
1Düring, Bertram ; Matthes, Daniel ; Milisic, Josipa-Pina A gradient flow scheme for nonlinear fourth order equationsArtikel Article2010
2Düring, Bertram ; Markowich, Peter ; Pietschmann, Jan-Frederik ; Wolfram, Marie-Therese Boltzmann and Fokker-Planck equations modelling opinion formation in the presence of strong leadersArtikel Article2009
3Düring, Bertram ; Matthes, Daniel ; Toscani, Giuseppe A Boltzmann-type approach to the formation of wealth distribution curvesArtikel Article2009
4Düring, Bertram Asset pricing under information with stochastic volatilityArtikel Article 2009
5Düring, Bertram ; Toscani, Giuseppe International and domestic trading and wealth distributionArtikel Article2008
6Düring, Bertram ; Matthes, Daniel ; Toscani, Giuseppe Kinetic equations modelling wealth redistribution: a comparison of approachesArtikel Article2008
7Düring, B. ; Jüngel, A. ; Volkwein, S. Sequential Quadratic Programming Method for Volatility Estimation in Option PricingArtikel Article2008
8Düring, Bertram A semi-smooth Newton method for an inverse problem in option pricingArtikel ArticleDec-2007
9Düring, B. ; Toscani, G. Hydrodynamics from kinetic models of conservative economiesArtikel Article2007