April 26, 2014 article Open access High-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids Journal of Computational and Applied Mathematics DOI: 10.1016/j.cam.2014.04.016 Full text (OA) OpenAlex Authors 0 Author list not loaded yet. Cited by 1 stored of 29 Search Sort Most cited Newest Oldest Patent citations Title Any typearticle review book-chapter conference-paper preprint dissertation book dataset other Any fieldAgricultural and Biological Sciences Arts and Humanities Biochemistry, Genetics and Molecular Biology Business, Management and Accounting Chemical Engineering Chemistry Computer Science Decision Sciences Dentistry Earth and Planetary Sciences Economics, Econometrics and Finance Energy Engineering Environmental Science Health Professions Immunology and Microbiology Materials Science Mathematics Medicine Neuroscience Nursing Pharmacology, Toxicology and Pharmaceutics Physics and Astronomy Psychology Social Sciences Veterinary Open access Performance Portable Adjoints for Structured Mesh Applications with OPS 2026 ACM Transactions on Mathematical Software article Computer Science Parallel Computing and Optimization Techniques Open access 0 citations 1 result References 0