Christof Heuer

According to our database, Christof Heuer authored at least 4 papers between 2014 and 2021.

Collaborative distances:

• Dijkstra number of six.
• Erdős number of five.

2021

Time-adaptive high-order compact finite difference schemes for option pricing in a family of stochastic volatility models.

Bertram Düring, Christof Heuer

CoRR, 2021

2017

High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance.

Christian Hendricks, Christof Heuer, Matthias Ehrhardt, Michael Günther

J. Comput. Appl. Math., 2017

2015

High-Order Compact Schemes for Parabolic Problems with Mixed Derivatives in Multiple Space Dimensions.

Bertram Düring, Christof Heuer

SIAM J. Numer. Anal., 2015

2014

High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids.

Bertram Düring, Michel Fournié, Christof Heuer

J. Comput. Appl. Math., 2014