activity
20132026
most citedHigh-order compact finite difference scheme for option pricing in stochastic volatility models

75 citations · 453 across the 27 of their papers we have counts for

collaborators

28 papers

physics.soc-ph2026

From graphons to real-world networks: kinetic opinion dynamics under selective media influence

Bertram Düring, Martina Fraia, Alessandro Licciardi

We propose a kinetic model of opinion dynamics under selective media influence on both graphon-based and real-world networks. The media action, inspired by Hallin's theory of spher…

math-ph2024★ 14 cited

Breaking Consensus in Kinetic Opinion Formation Models on Graphons

Bertram Düring, Jonathan Franceschi, Marie-Therese Wolfram +1

In this work we propose and investigate a strategy to prevent consensus in kinetic models for opinion formation. We consider a large interacting agent system, and assume that agent…

math.AP2022★ 1 cited

Steady states of an Elo-type rating model for players of varying strength

Bertram Düring, Josephine Evans, Marie-Therese Wolfram

In this paper we study the long-time behaviour of a kinetic formulation of an Elo-type rating model for a large number of interacting players with variable strength. The model resu…

math.OC2021★ 11 cited

An Elo-type rating model for players and teams of variable strength

Düring Bertram, Fischer Michael, Wolfram Marie-Therese

The Elo rating system, which was originally proposed by Arpad Elo for chess, has become one of the most important rating systems in sports, economics and gaming nowadays. Its origi…

q-fin.CP2021

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

Bertram Düring, Christof Heuer

We propose a time-adaptive, high-order compact finite difference scheme for option pricing in a family of stochastic volatility models. We employ a semi-discrete high-order compact…

physics.soc-ph2021★ 12 cited

On a kinetic opinion formation model for pre-election polling

Bertram Düring, Oliver Wright

Motivated by recent successes in model-based pre-election polling, we propose a kinetic model for opinion formation which includes voter demographics and socio-economic factors lik…