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High-order compact finite difference schemes for option pri..:
Düring, Bertram
;
Fournié, Michel
;
Heuer, Christof
Journal of Computational and Applied Mathematics. 271 (2014) - p. 247-266 , 2014
Link:
https://doi.org/10.1016/j.cam.2014.04.016
RT Journal T1 <Title>High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids</Title> UL https://suche.suub.uni-bremen.de/peid=cr-10.1016_j.cam.2014.04.016&Exemplar=1&LAN=DE A1 Düring, Bertram A1 Fournié, Michel A1 Heuer, Christof PB Elsevier BV YR 2014 SN 0377-0427 JF Journal of Computational and Applied Mathematics VO 271 SP 247 OP 266 LK http://dx.doi.org/https://doi.org/10.1016/j.cam.2014.04.016 DO https://doi.org/10.1016/j.cam.2014.04.016 SF ELIB - SuUB Bremen
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