Bertram Düring

According to our database, Bertram Düring authored at least 11 papers between 2012 and 2021.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2021

Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models.

Bertram Düring, Christof Heuer

CoRR, 2021

2019

Stability Analysis of Line Patterns of an Anisotropic Interaction Model.

José A. Carrillo, Bertram Düring, Lisa Maria Kreusser, Carola-Bibiane Schönlieb

SIAM J. Appl. Dyn. Syst., 2019

Boltzmann and Fokker-Planck Equations Modelling the Elo Rating System with Learning Effects.

Bertram Düring, Marco Torregrossa, Marie-Therese Wolfram

J. Nonlinear Sci., 2019

High-order compact finite difference scheme for option pricing in stochastic volatility jump models.

Bertram Düring, Alexander Pitkin

J. Comput. Appl. Math., 2019

Equilibria of an anisotropic nonlocal interaction equation: Analysis and numerics.

José A. Carrillo, Bertram Düring, Lisa Maria Kreusser, Carola-Bibiane Schönlieb

CoRR, 2019

2018

A Lagrangian Scheme for the Solution of Nonlinear Diffusion Equations Using Moving Simplex Meshes.

José A. Carrillo, Bertram Düring, Daniel Matthes, David S. McCormick

J. Sci. Comput., 2018

2017

High-order ADI scheme for option pricing in stochastic volatility models.

Bertram Düring, James Miles

J. Comput. Appl. Math., 2017

2015

High-Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions.

Bertram Düring, Christof Heuer

SIAM J. Numer. Anal., 2015

2014

High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids.

Bertram Düring, Michel Fournié, Christof Heuer

J. Comput. Appl. Math., 2014

2013

A Primal-Dual Approach for a Total Variation Wasserstein Flow.

Martin Benning, Luca Calatroni, Bertram Düring, Carola-Bibiane Schönlieb

Proceedings of the Geometric Science of Information - First International Conference, 2013

2012

High-order compact finite difference scheme for option pricing in stochastic volatility models.

Bertram Düring, Michel Fournié

J. Comput. Appl. Math., 2012