Concepedia

Christof Heuer

CH

Statistics

Publications

3

Citations

64

H-Index

3

Active since

2014

Affiliations

University of Wuppertal(Current)

University of Sussex

Christof Heuer is an author at University of Wuppertal specializing in numerical analysis, approximation theory, and engineering.

Top concepts

Publications per year

2014–2016

3

Publications

3

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

Bertram Düring, Michel Fournié, Christof Heuer · Journal of Computational and Applied Mathematics · 2014 · 27 citations · Full text

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

Christian Hendricks, Christof Heuer, Matthias Ehrhardt et al. · Journal of Computational and Applied Mathematics · 2016 · 21 citations

, , +7

High-order compact schemes for parabolic problems with mixed derivatives in multiple space dimensions

Bertram Düring, Christof Heuer · Sussex Research Online (University of Sussex) · 2015 · 16 citations · Full text

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