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

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

von, Sydow L.
international journal of computer mathematics 2019 Vol. 96 pp. 1910-1923
266
von2019benchopslvinternational

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30637
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10.1080/00207160.2018.1544368
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