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