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Christof Heuer

Identifiers

  • name variant Christof Heuer 0.60 · backfill

Papers (4)

  1. Essentially high-order compact schemes with application to stochastic volatility models on non-uniform grids q-fin.CP · 2016 · author #2
  2. High-order compact schemes for parabolic problems with mixed derivatives in multiple space dimensions math.NA · 2015 · author #2
  3. High-order compact schemes for Black-Scholes basket options q-fin.CP · 2015 · author #2
  4. High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids q-fin.CP · 2014 · author #3

Mentions

  • 1611.00316 #2 · arxiv_oai · confidence 0.70 Christof Heuer
  • 1506.06711 #2 · arxiv_oai · confidence 0.70 Christof Heuer
  • 1505.07613 #2 · arxiv_oai · confidence 0.70 Christof Heuer
  • 1404.5138 #3 · arxiv_oai · confidence 0.70 Christof Heuer
  • 1506.06711 #2 · backfill · confidence 0.70 Christof Heuer
  • 1505.07613 #2 · backfill · confidence 0.70 Christof Heuer
  • 1404.5138 #3 · backfill · confidence 0.70 Christof Heuer

Frequent Coauthors