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Christof Heuer · Study

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Christof Heuer

1 works· latest 2013· 1 institutionscluster: provisional

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High-Order Compact Finite Difference Schemes for Option Pricing in Stochastic Volatility Models on Non-Uniform Grids2013 · 32 citations

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High-Order Compact Finite Difference Schemes for Option Pricing in Stochastic Volatility Models on Non-Uniform Grids

Journal of Computational and Applied Mathematics·2013·3 authors·Open access

32citations