James Miles

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Papers (2)

1. Sparse grid high-order ADI scheme for option pricing in stochastic volatility models q-fin.CP · 2016 · author #3
2. High-order ADI scheme for option pricing in stochastic volatility models q-fin.CP · 2015 · author #2

Mentions

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Frequent Coauthors

• Bertram D\"uring 2 shared papers
• Christian Hendricks 1 shared papers