BibTeX record journals/siamsc/Lopez-SalasPV21

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@article{DBLP:journals/siamsc/Lopez-SalasPV21,
  author       = {Jos{\'{e}} G. L{\'{o}}pez{-}Salas and
                  Soledad P{\'{e}}rez{-}Rodr{\'{\i}}guez and
                  Carlos V{\'{a}}zquez},
  title        = {{AMFR-W} Numerical Methods for Solving High-Dimensional {SABR/LIBOR}
                  {PDE} Models},
  journal      = {{SIAM} J. Sci. Comput.},
  volume       = {43},
  number       = {1},
  pages        = {B30--B54},
  year         = {2021},
  url          = {https://doi.org/10.1137/20M1348595},
  doi          = {10.1137/20M1348595},
  timestamp    = {Sat, 06 Jul 2024 18:17:11 +0200},
  biburl       = {https://dblp.org/rec/journals/siamsc/Lopez-SalasPV21.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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