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Disambiguation of "Düring, Bertram"

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

, and . J. Comput. Appl. Math., (2017)

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Bertram Düring

Ottomar Düring

Werner Düring

Sonja Düring

Werner Düring

 

Other publications of authors with the same name

High-Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions., and . SIAM J. Numerical Analysis, 53 (5): 2113-2134 (2015)A Primal-Dual Approach for a Total Variation Wasserstein Flow., , , and . GSI, volume 8085 of Lecture Notes in Computer Science, page 413-421. Springer, (2013)Stability Analysis of Line Patterns of an Anisotropic Interaction Model., , , and . SIAM J. Appl. Dyn. Syst., 18 (4): 1798-1845 (2019)High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids., , and . J. Comput. Appl. Math., (2014)High-order compact finite difference scheme for option pricing in stochastic volatility models., and . J. Comput. Appl. Math., 236 (17): 4462-4473 (2012)Boltzmann and Fokker-Planck Equations Modelling the Elo Rating System with Learning Effects., , and . J. Nonlinear Sci., 29 (3): 1095-1128 (2019)Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models., and . CoRR, (2021)A Lagrangian Scheme for the Solution of Nonlinear Diffusion Equations Using Moving Simplex Meshes., , , and . J. Sci. Comput., 75 (3): 1463-1499 (2018)High-order compact finite difference scheme for option pricing in stochastic volatility jump models., and . J. Comput. Appl. Math., (2019)High-order ADI scheme for option pricing in stochastic volatility models., and . J. Comput. Appl. Math., (2017)