Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanovic, Jonas Persson, Victor Shcherbakov, Yuri Shpolyanskiy, Samuel Sirén, Jari Toivanen, Johan Waldén, Magnus Wiktorsson, Jeremy Levesley, Juxi Li, Cornelis W. Oosterlee, Maria J. Ruijter, Alexander Toropov, Yangzhang Zhao. BENCHOP - The BENCHmarking project in option pricing. Int. J. Comput. Math., 92(12):2361-2379, 2015. [doi]
@article{SydowHLLMPSSSTW15,
title = {BENCHOP - The BENCHmarking project in option pricing},
author = {Lina von Sydow and Lars Josef Höök and Elisabeth Larsson and Erik Lindström and Slobodan Milovanovic and Jonas Persson and Victor Shcherbakov and Yuri Shpolyanskiy and Samuel Sirén and Jari Toivanen and Johan Waldén and Magnus Wiktorsson and Jeremy Levesley and Juxi Li and Cornelis W. Oosterlee and Maria J. Ruijter and Alexander Toropov and Yangzhang Zhao},
year = {2015},
doi = {10.1080/00207160.2015.1072172},
url = {http://dx.doi.org/10.1080/00207160.2015.1072172},
researchr = {https://researchr.org/publication/SydowHLLMPSSSTW15},
cites = {0},
citedby = {0},
journal = {Int. J. Comput. Math.},
volume = {92},
number = {12},
pages = {2361-2379},
}