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

von Sydow, Lina ; Milovanović, Slobodan ; Larsson, Elisabeth ; In't Hout, Karel ; Wiktorsson, Magnus ; Oosterlee, Cornelis W. ; Shcherbakov, Victor ; Wyns, Maarten ; Leitao, Alvaro ; Jain, Shashi ; Haentjens, Tinne ; Waldén, Johan

International journal of computer mathematics, 2019-10, Vol.96 (10), p.1910-1923 [Periódico revisado por pares]

Abingdon: Taylor & Francis

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