BENCHOP - The BENCHmarking project in option pricing.
Lina von SydowLars Josef HöökElisabeth LarssonErik LindströmSlobodan MilovanovicJonas PerssonVictor ShcherbakovYuri ShpolyanskiySamuel SirénJari ToivanenJohan WaldénMagnus WiktorssonJeremy LevesleyJuxi LiCornelis W. OosterleeMaria J. RuijterAlexander ToropovYangzhang ZhaoPublished in: Int. J. Comput. Math. (2015)