BENCHOP–SLV: the BENCHmarking project in Option Pricing–Stochastic and Local Volatility problems

  1. von Sydow, L.
  2. Milovanović, S.
  3. Larsson, E.
  4. In't Hout, K.
  5. Wiktorsson, M.
  6. Oosterlee, C.W.
  7. Shcherbakov, V.
  8. Wyns, M.
  9. Leitao, A.
  10. Jain, S.
  11. Haentjens, T.
  12. Waldén, J.
Journal:
International Journal of Computer Mathematics

ISSN: 1029-0265 0020-7160

Year of publication: 2019

Volume: 96

Issue: 10

Pages: 1910-1923

Type: Article

DOI: 10.1080/00207160.2018.1544368 GOOGLE SCHOLAR lock_openOpen access editor