BENCHOP–SLV: The BENCHmarking project in Option Pricing–Stochastic and Local Volatility problems

Lina von Sydow*, Slobodan Milovanović, Elisabeth Larsson, Karel In 't Hout, Magnus Wiktorsson, Cornelis W. Oosterlee, Victor Shcherbakov, Maarten Wyns, Alvaro Leitao, Shashi Jain, Tinne Haentjens, Johan Waldén

*Corresponding author for this work

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Mathematics

Biochemistry, Genetics and Molecular Biology