@article{journals/jcam/DuringFH14, added-at = {2020-02-20T00:00:00.000+0100}, author = {Düring, Bertram and Fournié, Michel and Heuer, Christof}, biburl = {https://www.bibsonomy.org/bibtex/228667fba0627c54d05c8741b04bfdc92/dblp}, ee = {https://doi.org/10.1016/j.cam.2014.04.016}, interhash = {c066052f6571f6346df59b8000e712ad}, intrahash = {28667fba0627c54d05c8741b04bfdc92}, journal = {J. Comput. Appl. Math.}, keywords = {dblp}, pages = {247-266}, timestamp = {2020-02-21T13:11:51.000+0100}, title = {High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids.}, url = {http://dblp.uni-trier.de/db/journals/jcam/jcam271.html#DuringFH14}, volume = 271, year = 2014 }