A highly efficient numerical method for the SABR model

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Organisation	Scientific Computing
Citation APA Style AAA Style APA Style Cell Style Chicago Style Harvard Style IEEE Style MLA Style Nature Style Vancouver Style American-Institute-of-Physics Style Council-of-Science-Editors Style BibTex Format Endnote Format RIS Format CSL Format DOIs only Format	Leitao Rodriguez, Á., Grzelak, L. A., & Oosterlee, K. (2017). A highly efficient numerical method for the SABR model. In Novel Methods in Computational Finance (pp. 253–264).

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