Number of items: 2.
von Sydow, Lina and Milovanovic, Slobodan and Larsson, Elisabeth and In t Hout, Karel and Wiktorsson, Magnus and Oosterlee, Cornelis W and Shcherbakov, Victor and Wyns, Maarten and Leitao, Alvaro and Jain, Shashi and Haentjens, Tinne and Walden, Johan
(2019)
BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems.
In: INTERNATIONAL JOURNAL OF COMPUTER MATHEMATICS, 96
(10).
pp. 1910-1923.
Jain, Shashi and Leitao, Alvaro and Oosterlee, Cornelis W
(2019)
Rolling Adjoints: Fast Greeks along Monte Carlo scenarios for early-exercise options.
In: JOURNAL OF COMPUTATIONAL SCIENCE, 33
.
pp. 95-112.
This list was generated on Sat Nov 23 13:32:08 2024 IST.
