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Journal Article

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.

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