3 papers
physics.soc-ph2024
Voter demographics and socio-economic factors in kinetic models for opinion formation
Bertram Düring, Oliver Wright
Voter demographics and socio-economic factors like age, sex, ethnicity, education level, income, and other measurable factors like behaviour in previous elections or referenda are…
q-fin.CP2018
High-order compact finite difference scheme for option pricing in stochastic volatility with contemporaneous jump models
Bertram Düring, Alexander Pitkin
We extend the scheme developed in B. Düring, A. Pitkin, "High-order compact finite difference scheme for option pricing in stochastic volatility jump models", 2019, to the so-calle…
q-fin.CP2017
Efficient hedging in Bates model using high-order compact finite differences
Bertram Düring, Alexander Pitkin
We evaluate the hedging performance of a high-order compact finite difference scheme from [4] for option pricing in Bates model. We compare the scheme's hedging performance to stan…