López-Salas, J. G., & Vázquez, C. (2024). PDE formulation of some SABR/LIBOR market models and its numerical solution with a sparse grid combination technique. https://doi.org/10.1016/j.camwa.2017.11.024
Chicago Style (17th ed.) CitationLópez-Salas, J. G., and C. Vázquez. PDE Formulation of Some SABR/LIBOR Market Models and Its Numerical Solution with a Sparse Grid Combination Technique. 2024. https://doi.org/10.1016/j.camwa.2017.11.024.
MLA (8th ed.) CitationLópez-Salas, J. G., and C. Vázquez. PDE Formulation of Some SABR/LIBOR Market Models and Its Numerical Solution with a Sparse Grid Combination Technique. 2024. https://doi.org/10.1016/j.camwa.2017.11.024.
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