"BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and ..."

Lina von Sydow et al. (2019)

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DOI: 10.1080/00207160.2018.1544368

access: open

type: Journal Article

metadata version: 2025-11-15

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Lina von Sydow, Slobodan Milovanovic, Elisabeth Larsson, Karel J. in 't Hout, Magnus Wiktorsson, Cornelis W. Oosterlee, Victor Shcherbakov, Maarten Wyns, Álvaro Leitao, Shashi Jain, Tinne Haentjens, Johan Waldén:
BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems. Int. J. Comput. Math. 96(10): 1910-1923 (2019)

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