BibTeX record journals/eor/CuiKN21a

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@article{DBLP:journals/eor/CuiKN21a,
  author       = {Zhenyu Cui and
                  Justin Lars Kirkby and
                  Duy Nguyen},
  title        = {Efficient simulation of generalized {SABR} and stochastic local volatility
                  models based on Markov chain approximations},
  journal      = {Eur. J. Oper. Res.},
  volume       = {290},
  number       = {3},
  pages        = {1046--1062},
  year         = {2021},
  url          = {https://doi.org/10.1016/j.ejor.2020.09.008},
  doi          = {10.1016/J.EJOR.2020.09.008},
  timestamp    = {Thu, 28 Sep 2023 16:38:21 +0200},
  biburl       = {https://dblp.org/rec/journals/eor/CuiKN21a.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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