@article{journals/jcam/DuringF12,
  added-at = {2020-02-20T00:00:00.000+0100},
  author = {Düring, Bertram and Fournié, Michel},
  biburl = {https://www.bibsonomy.org/bibtex/2d8eb8b964074d0ee4d3260255523ed97/dblp},
  ee = {https://doi.org/10.1016/j.cam.2012.04.017},
  interhash = {e2a2ea100f5e0b1b04fe7b62da3b3654},
  intrahash = {d8eb8b964074d0ee4d3260255523ed97},
  journal = {J. Comput. Appl. Math.},
  keywords = {dblp},
  number = 17,
  pages = {4462-4473},
  timestamp = {2020-02-21T13:10:42.000+0100},
  title = {High-order compact finite difference scheme for option pricing in stochastic volatility models.},
  url = {http://dblp.uni-trier.de/db/journals/jcam/jcam236.html#DuringF12},
  volume = 236,
  year = 2012
}

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