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BibTeX entry
@Article{During:2012:HOC,
author = "Bertram D{\"u}ring and Michel Fourni{\'e}",
title = "High-order compact finite difference scheme for option
pricing in stochastic volatility models",
journal = j-J-COMPUT-APPL-MATH,
volume = "236",
number = "17",
pages = "4462--4473",
month = nov,
year = "2012",
CODEN = "JCAMDI",
ISSN = "0377-0427 (print), 1879-1778 (electronic)",
ISSN-L = "0377-0427",
bibdate = "Sat Feb 25 13:24:36 MST 2017",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S037704271200177X",
acknowledgement = ack-nhfb,
fjournal = "Journal of Computational and Applied Mathematics",
journal-URL = "http://www.sciencedirect.com/science/journal/03770427",
}
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