BENCHOP – The BENCHmarking project in option pricing
Work
Year: 2015
Type: article
Abstract: The aim of the BENCHOP project is to provide the finance community with a common suite of benchmark problems for option pricing. We provide a detailed description of the six benchmark problems togethe... more
Authors Lina von Sydow, Lars Josef Höök, Elisabeth Larsson, Erik Lindström, Slobodan Milovanović +13 more
Institutions Uppsala University, Lund University, Innovation Management Consulting Group (Sweden), Stanford University, University of Jyväskylä +4 more
Cites: 61
Cited by: 69
Related to: 10
FWCI: 14.95
Citation percentile (by year/subfield): 96.78
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Industry, innovation and infrastructure
Open Access status: green