Álvaro
Leitao Rodríguez
Investigador Programa Ramón y Cajal
University of Antwerp
Amberes, BélgicaPublications in collaboration with researchers from University of Antwerp (1)
2019
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BENCHOP–SLV: the BENCHmarking project in Option Pricing–Stochastic and Local Volatility problems
International Journal of Computer Mathematics, Vol. 96, Núm. 10, pp. 1910-1923