Journal Articles

Düring, B., Matthes, D., & Milisic, J.-P. (2010). A gradient flow scheme for nonlinear fourth order equations. Discrete and Continuous Dynamical Systems - Series B, 14(3), 935–959. http://hdl.handle.net/20.500.12708/166758 ( reposiTUm)
Düring, B. (2009). Asset pricing under information with stochastic volatility. Review of Derivatives Research, 12(2), 141–167. https://doi.org/10.1007/s11147-009-9031-8 ( reposiTUm)
Düring, B., Matthes, D., & Toscani, G. (2009). A Boltzmann-type approach to the formation of wealth distribution curves. Riv.Mat.Univ.Parma, (SERIE 8) 1, 199–261. http://hdl.handle.net/20.500.12708/165281 ( reposiTUm)
Düring, B., Markowich, P., Pietschmann, J.-F., & Wolfram, M.-T. (2009). Boltzmann and Fokker-Planck equations modelling opinion formation in the presence of strong leaders. Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences, 465(2112), 3687–3708. https://doi.org/10.1098/rspa.2009.0239 ( reposiTUm)
Düring, B., Jüngel, A., & Volkwein, S. (2008). Sequential Quadratic Programming Method for Volatility Estimation in Option Pricing. Journal of Optimization Theory and Applications, 139(3), 515–540. https://doi.org/10.1007/s10957-008-9404-4 ( reposiTUm)
Düring, B., & Toscani, G. (2008). International and domestic trading and wealth distribution. Communications in Mathematical Sciences, 6(4), 1043–1058. http://hdl.handle.net/20.500.12708/170387 ( reposiTUm)
Düring, B., Matthes, D., & Toscani, G. (2008). Kinetic equations modelling wealth redistribution: a comparison of approaches. Physical Review E, 78(056103). https://doi.org/10.1103/physreve.78.056103 ( reposiTUm)
Düring, B. (2007). A semi-smooth Newton method for an inverse problem in option pricing. Proceedings in Applied Mathematics and Mechanics, 7(1), 1081105–1081106. https://doi.org/10.1002/pamm.200700708 ( reposiTUm)
Düring, B., & Toscani, G. (2007). Hydrodynamics from kinetic models of conservative economies. Physica A: Statistical Mechanics and Its Applications, 384(2), 493–506. https://doi.org/10.1016/j.physa.2007.05.062 ( reposiTUm)

Conference Proceedings Contributions

Düring, B., Matthes, D., & Toscani, G. (2008). Exponential and Algebraic Relaxation in Kinetic Models for Wealth Distribution. In N. Manganaro, R. Monaco, & S. Rionero (Eds.), “WASCOM 2007” -- Proceedings of the 14th Conference on Waves and Stability in Continuous Media. World Scientific Publishing. http://hdl.handle.net/20.500.12708/40759 ( reposiTUm)

Book Contributions

Düring, B. (2010). Multi-species models in econo- and sociophysics. In B. Basu (Ed.), Econophysics & Economics of Games, Social Choices and Quantitative Techniques (pp. 83–89). Springer. http://hdl.handle.net/20.500.12708/26369 ( reposiTUm)
Düring, B., & Matthes, D. (2010). A mathematical theory for wealth distribution. In G. Naldi, L. Pareschi, & G. Toscani (Eds.), Modeling and Simulation in Science, Engineering and Technology. Birkhäuser. https://doi.org/10.1007/978-0-8176-4946-3_4 ( reposiTUm)
Düring, B. (2008). Calibration problems in option pricing. In M. Ehrhardt (Ed.), Nonlinear Models in Mathematical Finance: New Research Trends in Option Pricing. Nova Science Publishers. http://hdl.handle.net/20.500.12708/25168 ( reposiTUm)

Presentations

Düring, B. (2009). Kinetic modelling of opinion leadership. ICMS Workshop “Kinetic and Mean-field models in the Socio-Economic Sciences,” Edinburgh, UK, EU. http://hdl.handle.net/20.500.12708/119014 ( reposiTUm)
Düring, B. (2009). Kalibrierungsprobleme in der Optionsbewertung. Mathematisches Kolloquium, Universität Ulm, Ulm, EU. http://hdl.handle.net/20.500.12708/118976 ( reposiTUm)
Düring, B. (2009). Kinetic models for wealth distribution: Steady states and relaxation behavior. Econophys - Kolkata IV: Econophysics of Games and Social Choices, Kolkata, Indien, Non-EU. http://hdl.handle.net/20.500.12708/118960 ( reposiTUm)
Düring, B. (2009). Calibration problems in option pricing. Kolloquium, Frankfurt School of Finance & Management, Frankfurt, EU. http://hdl.handle.net/20.500.12708/118967 ( reposiTUm)
Düring, B. (2008). Calibration problems in option pricing. Kolloqium, Department of Mathematics, Faculty of Economics & Business, Zagreb, Non-EU. http://hdl.handle.net/20.500.12708/118616 ( reposiTUm)
Düring, B. (2008). Calibration problems in option pricing. “International Conference on Price, Liquidity, and Credit Risks,” Konstanz, EU. http://hdl.handle.net/20.500.12708/118637 ( reposiTUm)
Düring, B. (2008). Semiconductor device optimization. PDE Seminar, TU Wien, Austria. http://hdl.handle.net/20.500.12708/118590 ( reposiTUm)
Düring, B. (2008). Kalibrierungsprobleme in der Optionsbewertung. Mathematisches Kolloquium, Goethe-Univ. Frankfurt, Frankfurt, EU. http://hdl.handle.net/20.500.12708/118711 ( reposiTUm)
Düring, B. (2008). International and domestic trading and wealth distribution. Workshop “Kinetic modelling for socio-economic and related problems,” Vigevano, Italien, EU. http://hdl.handle.net/20.500.12708/118773 ( reposiTUm)
Düring, B. (2008). Kinetic models for wealth distribution and parameter identification in option pricing. Mathematisches Kolloquium, Università degli Studi di Ferrara, Ferrara, Italien, EU. http://hdl.handle.net/20.500.12708/118544 ( reposiTUm)
Düring, B. (2008). Semiconductor device optimization in the energy-transport model. Mathematisches Kolloquium, Universität Graz, Graz, Austria. http://hdl.handle.net/20.500.12708/118546 ( reposiTUm)
Düring, B. (2007). Pricing Kernels based on Information with Stochastic Volatility. Workshop Forschergruppe “Preis-, Liquiditäts- und Kreditrisiken: Messung und Verteilung,” Königsfeld (Schwarzwald), Deutschland, EU. http://hdl.handle.net/20.500.12708/118221 ( reposiTUm)
Düring, B. (2007). An inverse problem in option pricing and kinetic models for wealth distribution. FAM-Seminar, TU Vienna, Austria, Austria. http://hdl.handle.net/20.500.12708/118417 ( reposiTUm)
Düring, B. (2007). A semi-smooth Newton method for an inverse problem in option pricing. 6th International Congress on Industrial and Applied Mathematics (ICIAM07), Zürich, Non-EU. http://hdl.handle.net/20.500.12708/118194 ( reposiTUm)

Reports

Düring, B., Matthes, D., & Milisic, J.-P. (2009). A gradient flow scheme for nonlinear fourth order equations (ASC Report 25/2009). Institute of Analysis and Scientific Computing, TU Wien. http://hdl.handle.net/20.500.12708/26437 ( reposiTUm)
Düring, B., Markowich, P., Pietschmann, J.-F., & Wolfram, M.-T. (2009). Boltzmann and Fokker-Planck equations modelling opinion formation in the presence of strong leaders (ASC Report 10/2009). Institute of Analysis and Scientific Computing, TU Wien. http://hdl.handle.net/20.500.12708/26372 ( reposiTUm)
Düring, B. (2008). Asset pricing under information with stochastic volatility (ASC Report 20/2008). Institute of Analysis and Scientific Computing, TU Wien. http://hdl.handle.net/20.500.12708/26085 ( reposiTUm)
Düring, B., & Toscani, G. (2008). International and domestic trading and wealth distribution (ASC Report 18/2008). Institute of Analysis and Scientific Computing, TU Wien. http://hdl.handle.net/20.500.12708/26077 ( reposiTUm)
Düring, B., Matthes, D., & Toscani, G. (2008). Kinetic equations modelling wealth redistribution: a comparison of approaches (ASC Report 16/2008). Institute of Analysis and Scientific Computing, TU Wien. http://hdl.handle.net/20.500.12708/26075 ( reposiTUm)
Düring, B., Matthes, D., & Toscani, G. (2008). A Boltzmann-type approach to the formation of wealth distribution curves (ASC Report 29/2008). Institute of Analysis and Scientific Computing, TU Wien. http://hdl.handle.net/20.500.12708/26144 ( reposiTUm)