output
20132024
most citedAnomaly detection with variational quantum generative adversarial networks

63 citations

researchers with a paper here

Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.

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Showing 2021 · q-fin.CPShow all

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q-fin.CP2021

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

Bertram Düring, Christof Heuer

We propose a time-adaptive, high-order compact finite difference scheme for option pricing in a family of stochastic volatility models. We employ a semi-discrete high-order compact…