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Bertram Düring

28 papers hereh-index 151.1k citations43 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author21
  • middle author6

Across the 27 of 28 papers where every author was matched, so the position is known.

fields
  • math.NA6
  • q-fin.CP6
  • math.AP5
  • physics.soc-ph5
  • math.DS2
  • math.PR2
same name
  • Bertram Düring — 1 paper

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

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
Showing 2018 · physics.soc-phShow all

2 papers · 2 filters

physics.soc-ph2018★ 12 cited

Boltzmann and Fokker-Planck equations modelling the Elo rating system with learning effects

Bertram Düring, Marco Torregrossa, Marie-Therese Wolfram

In this paper we propose and study a new kinetic rating model for a large number of players, which is motivated by the well-known Elo rating system. Each player is characterised by…

physics.soc-ph2018★ 43 cited

Kinetic models for optimal control of wealth inequalities

Bertram Düring, Lorenzo Pareschi, Giuseppe Toscani

We introduce and discuss optimal control strategies for kinetic models for wealth distribution in a simple market economy, acting to minimize the variance of the wealth density amo…

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