James Gatheral, Yonathan Epelbaum, Jining Han, Kishor Laud, Olga Lubovitsky, Elaine Kant, Curt Randall. Implementing option-pricing models using software synthesis. Computing in Science and Engineering, 1(6):54-64, 1999. [doi]
@article{GatheralEHLLKR99,
title = {Implementing option-pricing models using software synthesis},
author = {James Gatheral and Yonathan Epelbaum and Jining Han and Kishor Laud and Olga Lubovitsky and Elaine Kant and Curt Randall},
year = {1999},
doi = {10.1109/5992.805136},
url = {http://doi.ieeecomputersociety.org/10.1109/5992.805136},
researchr = {https://researchr.org/publication/GatheralEHLLKR99},
cites = {0},
citedby = {0},
journal = {Computing in Science and Engineering},
volume = {1},
number = {6},
pages = {54-64},
}