BibTeX record journals/ijcm/LiangX20

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@article{DBLP:journals/ijcm/LiangX20,
  author       = {Yijuan Liang and
                  Chenglong Xu},
  title        = {An efficient conditional Monte Carlo method for European option pricing
                  with stochastic volatility and stochastic interest rate},
  journal      = {Int. J. Comput. Math.},
  volume       = {97},
  number       = {3},
  pages        = {638--655},
  year         = {2020},
  url          = {https://doi.org/10.1080/00207160.2019.1584671},
  doi          = {10.1080/00207160.2019.1584671},
  timestamp    = {Sat, 09 Apr 2022 12:22:22 +0200},
  biburl       = {https://dblp.org/rec/journals/ijcm/LiangX20.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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