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., & Fournié, M. (2010). Compact finite difference scheme for option pricing in Heston’s model. In Numerical Analysis and Applied Mathematics: International Conference of Numerical Analysis and Applied Mathematics 2010 (pp. 219–222). American Institute of Physics. http://hdl.handle.net/20.500.12708/40945 ( reposiTUm)

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., & Jüngel, A. (2010). Dynamic contagion and herding: microscopic models & diffusive limits. Center of Finance and Econometrics (CoFE) Workshop, Königsfeld, EU. http://hdl.handle.net/20.500.12708/119351 ( reposiTUm)

Düring, B. (2010). Option pricing: Calibration problems and generalized pricing kernels. University of Sussex, Brighton, UK, Austria. http://hdl.handle.net/20.500.12708/119333 ( reposiTUm)

Düring, B. (2010). High order compact finite differences for option pricing. ECMI 2010, 16-th European Conference on Mathematics for Industry, Wuppertal, EU. http://hdl.handle.net/20.500.12708/119411 ( reposiTUm)

Düring, B. (2010). Kinetic modelling of opinion leadership. Joint SIAM/RSME-SCM-SEMA Meeting Emerging Topics in Dynamical Systems and Partial Differential Equations DSPDEs’10, Barcelona, EU. http://hdl.handle.net/20.500.12708/119371 ( reposiTUm)

Düring, B. (2009). Option pricing: Calibration problems and generalized pricing kernels. Technische Universität München, Austria. http://hdl.handle.net/20.500.12708/119116 ( reposiTUm)

Düring, B., & Fournié, M. (2010). High-order compact finite difference scheme for option pricing in stochastic volatility models (ASC Report 17/2010). Institute of Analysis and Scientific Computing, TU Wien. http://hdl.handle.net/20.500.12708/26840 ( reposiTUm)