Researchr is a web site for finding, collecting, sharing, and reviewing scientific publications, for researchers by researchers.
Sign up for an account to create a profile with publication list, tag and review your related work, and share bibliographies with your co-authors.
Z. van der Have, C. W. Oosterlee. The COS method for option valuation under the SABR dynamics. Int. J. Comput. Math., 95(2):444-464, 2018. [doi]
Abstract is missing.