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

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

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Source: Crossref

Published: Nov 15, 2018

DOI: 10.1080/00207160.2018.1544368

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BENCHOP – SLV: the BENCHmarking project in Option Pricing – Stochastic and Local Volatility problems — Mathematical Frontier Network