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Chapter title |
Time-Adaptive High-Order Compact Finite Difference Schemes for Option Pricing in a Family of Stochastic Volatility Models
|
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Chapter number | 49 |
Book title |
Progress in Industrial Mathematics at ECMI 2021
|
Published by |
Springer, Cham, January 2022
|
DOI | 10.1007/978-3-031-11818-0_49 |
Book ISBNs |
978-3-03-111817-3, 978-3-03-111818-0
|
Authors |
Düring, Bertram, Heuer, Christof |