Düring, B., & Heuer, C. (2021). Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models.
Chicago Style (17th ed.) CitationDüring, Bertram, and Christof Heuer. Time-adaptive High-order Compact Finite Difference Schemes for Option Pricing in a Family of Stochastic Volatility Models. 2021.
MLA (9th ed.) CitationDüring, Bertram, and Christof Heuer. Time-adaptive High-order Compact Finite Difference Schemes for Option Pricing in a Family of Stochastic Volatility Models. 2021.
Warning: These citations may not always be 100% accurate.