Last update: Fri Mar 23 02:13:54 MDT 2018
Top |
Symbols |
Math |
A |
B |
C |
D |
E |
F |
G |
H |
I |
J |
K |
L |
M |
N |
O |
P |
Q |
R |
S |
T |
U |
V |
W |
X |
Y |
Z
BibTeX entry
@Article{During:2014:HOC,
author = "Bertram D{\"u}ring and Michel Fourni{\'e} and Christof
Heuer",
title = "High-order compact finite difference schemes for
option pricing in stochastic volatility models on
non-uniform grids",
journal = j-J-COMPUT-APPL-MATH,
volume = "271",
number = "??",
pages = "247--266",
day = "1",
month = dec,
year = "2014",
CODEN = "JCAMDI",
ISSN = "0377-0427 (print), 1879-1778 (electronic)",
ISSN-L = "0377-0427",
bibdate = "Sat Feb 25 13:34:46 MST 2017",
bibsource = "http://www.math.utah.edu/pub/tex/bib/jcomputapplmath2010.bib",
URL = "http://www.sciencedirect.com/science/article/pii/S0377042714002155",
acknowledgement = ack-nhfb,
fjournal = "Journal of Computational and Applied Mathematics",
journal-URL = "http://www.sciencedirect.com/science/journal/03770427",
}
Related entries
- compact,
234(4)1312,
235(3)837,
235(5)1367,
235(8)2380,
236(17)4462,
239(z)135,
251(z)33,
255(z)404,
259(z)194,
264(z)23,
270(z)571
- Düring, Bertram,
236(17)4462
- difference,
233(8)1717,
233(8)1905,
233(11)2831,
233(11)2985,
234(5)1426,
234(6)1970,
234(7)2080,
234(8)2501,
234(9)2663,
234(10)3039,
234(12)3366,
234(12)3445,
235(3)850,
235(6)1739,
235(7)1849,
235(8)1925,
235(8)2217,
235(8)2515,
235(8)2832,
235(12)3646,
235(13)3728,
235(14)4237,
235(17)4899,
235(17)4966,
236(4)424,
236(5)602,
236(5)647,
236(6)1240,
236(6)1399,
236(6)1435,
236(10)2622,
236(11)2803,
236(12)2998,
236(12)3016,
236(15)3591,
236(15)3605,
236(15)3728,
236(16)3869,
236(17)4462,
237(1)363,
246(z)113,
252(z)132,
254(z)65,
254(z)81,
255(z)44,
255(z)161,
258(z)151,
259(z)117,
263(z)299,
264(z)23,
267(z)82,
269(z)14,
270(z)308,
270(z)571,
271(z)223
- Fournié, Michel,
236(17)4462
- grid,
234(4)1027,
234(6)1970,
234(7)2089,
234(7)2106,
234(7)2152,
234(8)2377,
235(13)3817,
236(6)1033,
236(6)1410,
236(6)1435,
236(15)3636,
236(15)3741,
236(18)4623,
236(18)4756,
241(z)30,
255(z)468,
259(z)35,
259(z)641,
259(z)752,
260(z)356,
261(z)1,
265(z)139,
269(z)14,
269(z)75,
270(z)78
- high-order,
233(8)1798,
234(4)1088,
234(4)1312,
234(6)1663,
234(8)2587,
235(8)2477,
235(11)3285,
236(11)2853,
236(17)4462,
237(1)111,
239(z)270,
246(z)1,
251(z)33,
255(z)404
- non-uniform,
234(6)1663,
235(1)334,
235(16)4754,
240(z)5,
240(z)31
- option,
233(8)1821,
234(4)1006,
234(4)1153,
235(12)3378,
235(17)5140,
236(15)3741,
236(17)4462,
238(z)156,
243(z)48,
247(z)162,
250(z)96,
255(z)313,
256(z)83,
256(z)152,
263(z)129,
263(z)152
- order, High-,
233(8)1798,
234(6)1663,
234(8)2587,
235(11)3285,
236(11)2853,
236(17)4462,
239(z)270,
246(z)1
- pricing,
233(8)1821,
233(11)2814,
234(2)512,
234(4)1153,
235(1)108,
235(3)563,
235(3)679,
235(12)3378,
235(17)5307,
236(6)1314,
236(15)3741,
236(17)4365,
236(17)4462,
238(z)156,
243(z)48,
247(z)162,
249(z)107,
250(z)96,
255(z)313,
256(z)83,
256(z)152,
256(z)196,
259(z)182,
259(z)350,
259(z)362,
259(z)452,
263(z)25,
263(z)129,
263(z)152,
271(z)195
- schemes,
231(2)696,
233(7)1649,
233(7)1660,
233(7)1697,
233(11)2948,
234(4)1036,
234(4)1129,
234(4)1277,
234(7)2106,
234(7)2152,
235(3)850,
235(6)1564,
235(8)1925,
235(8)2217,
235(9)3096,
235(9)3110,
235(13)3841,
235(14)4251,
235(15)4325,
235(17)5056,
236(2)265,
236(4)461,
236(4)565,
236(5)647,
236(5)937,
236(6)1009,
236(6)1423,
236(9)2317,
236(10)2660,
236(12)2998,
236(15)3591,
236(15)3728,
236(18)4827,
240(z)51,
245(z)97,
245(z)194,
246(z)86,
248(z)1,
250(z)175,
252(z)86,
253(z)163,
255(z)161,
255(z)313,
260(z)337,
262(z)234,
264(z)38,
269(z)14,
271(z)328
- stochastic,
233(8)1834,
233(10)2641,
234(1)44,
234(1)146,
234(2)407,
234(2)579,
234(3)934,
234(12)3387,
234(12)3458,
235(1)33,
235(3)563,
235(5)1213,
235(5)1245,
235(5)1326,
235(8)2277,
235(8)2492,
235(8)2523,
235(8)2569,
235(8)2603,
235(10)3115,
235(11)3355,
235(12)3369,
235(12)3378,
235(12)3385,
235(12)3554,
235(13)3870,
235(14)4158,
235(15)4439,
235(16)4576,
235(17)5326,
235(18)5411,
236(5)782,
236(6)1009,
236(6)1137,
236(6)1637,
236(7)1679,
236(7)1783,
236(7)1903,
236(9)2529,
236(10)2660,
236(11)2895,
236(14)3514,
236(16)3920,
236(16)4016,
236(17)4462,
237(1)5,
237(1)487,
237(1)614,
238(z)14,
238(z)126,
240(z)123,
242(z)261,
245(z)10,
245(z)182,
251(z)22,
253(z)51,
255(z)698,
255(z)837,
256(z)52,
259(z)77,
259(z)329,
259(z)336,
259(z)371,
259(z)385,
259(z)434,
259(z)443,
259(z)464,
260(z)337,
261(z)62,
261(z)387,
262(z)281,
263(z)152,
268(z)5
- uniform, non-,
234(6)1663,
235(16)4754,
240(z)5
- volatility,
234(12)3243,
235(11)3355,
235(12)3378,
235(14)4158,
236(6)1637,
236(17)4462,
237(1)442,
259(z)329,
259(z)377,
259(z)464,
260(z)36,
263(z)152