Boltzmann and Fokker–Planck equations modelling opinion formation in the presence of strong leaders B Düring, P Markowich, JF Pietschmann, MT Wolfram Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2009 | 221 | 2009 |
Kinetic equations modelling wealth redistribution: a comparison of approaches B During, D Matthes, G Toscani Physical Review-Section E-Statistical Nonlinear and Soft Matter Physics 78 (5), 2008 | 158 | 2008 |
High order compact finite difference schemes for a nonlinear Black-Scholes equation B During, M Fournié, A Jungel International Journal of Theoretical and Applied Finance 6 (7), 767-789, 2003 | 93 | 2003 |
High-order compact finite difference scheme for option pricing in stochastic volatility models B Düring, M Fournié Journal of Computational and Applied Mathematics 236 (17), 4462-4473, 2012 | 81 | 2012 |
Hydrodynamics from kinetic models of conservative economies B Düring, G Toscani Physica A: Statistical Mechanics and its Applications 384 (2), 493-506, 2007 | 74 | 2007 |
A Boltzmann-type approach to the formation of wealth distribution curves B Düring, D Matthes, G Toscani Available at SSRN 1281404, 2008 | 61 | 2008 |
A gradient flow scheme for nonlinear fourth order equations B Düring, D Matthes, JP Milišic Discrete Contin. Dyn. Syst. Ser. B 14 (3), 935-959, 2010 | 59 | 2010 |
Opinion dynamics: inhomogeneous Boltzmann-type equations modelling opinion leadership and political segregation B Düring, MT Wolfram Proceedings of the Royal Society A: Mathematical, Physical and Engineering …, 2015 | 57 | 2015 |
Convergence of a high-order compact finite difference scheme for a nonlinear Black–Scholes equation B Düring, M Fournié, A Jüngel ESAIM-Mathematical Modelling and Numerical Analysis 38 (2), 359-370, 2004 | 57 | 2004 |
Kinetic models for optimal control of wealth inequalities B Düring, L Pareschi, G Toscani The European Physical Journal B 91 (10), 265, 2018 | 41 | 2018 |
High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids B Düring, M Fournié, C Heuer Journal of Computational and Applied Mathematics 271, 247-266, 2014 | 41 | 2014 |
High-order compact schemes for parabolic problems with mixed derivatives in multiple space dimensions B Düring, C Heuer SIAM Journal on Numerical Analysis 53 (5), 2113-2134, 2015 | 40 | 2015 |
A Lagrangian scheme for the solution of nonlinear diffusion equations using moving simplex meshes JA Carrillo, B Düring, D Matthes, DS McCormick Journal of Scientific Computing 75, 1463-1499, 2018 | 39 | 2018 |
International and domestic trading and wealth distribution B During, G Toscani Communications in Mathematical Sciences 6 (4), 1043-1058, 2008 | 39 | 2008 |
High-order ADI schemes for convection-diffusion equations with mixed derivative terms B Düring, M Fournié, A Rigal Spectral and High Order Methods for Partial Differential Equations-ICOSAHOM …, 2013 | 27 | 2013 |
High-order compact finite difference scheme for option pricing in stochastic volatility jump models B Düring, A Pitkin Journal of Computational and Applied Mathematics 355, 201-217, 2019 | 24 | 2019 |
Black-scholes type equations B Düring Johannes Gutenberg-Universität Mainz, Fachbereich 08: Physik, Mathematik und …, 2005 | 22* | 2005 |
A kinetic equation for economic value estimation with irrationality and herding B Düring, A Jüngel, L Trussardi arXiv preprint arXiv:1601.03244, 2016 | 21 | 2016 |
Boltzmann and Fokker–Planck equations modelling the Elo rating system with learning effects B Düring, M Torregrossa, MT Wolfram Journal of Nonlinear Science 29, 1095-1128, 2019 | 19 | 2019 |
High-order ADI scheme for option pricing in stochastic volatility models B Düring, J Miles Journal of Computational and Applied Mathematics 316, 109-121, 2017 | 17 | 2017 |