BENCHOP - The BENCHmarking project in option pricing. - Lina von Sydow; Lars Josef Höök; Elisabeth Larsson; Erik Lindström; Slobodan Milovanovic; Jonas Persson; Victor Shcherbakov; Yuri Shpolyanskiy; Samuel Sirén; Jari Toivanen; Johan Waldén; Magnus Wiktorsson; et al. (Int. J. Comput. Math., 2015)

Pricing Derivatives under Multiple Stochastic Factors by Localized Radial Basis Function Methods. - Slobodan Milovanovic; Victor Shcherbakov (CoRR, 2017)

Radial Basis Function generated Finite Differences for option pricing problems. - Slobodan Milovanovic; Lina von Sydow (Comput. Math. Appl., 2018)

Pricing Financial Derivatives using Radial Basis Function generated Finite Differences with Polyharmonic Splines on Smoothly Varying Node Layouts. - Slobodan Milovanovic (CoRR, 2018)

BENCHOP - SLV: the BENCHmarking project in Option Pricing - Stochastic and Local Volatility problems. - Lina von Sydow; Slobodan Milovanovic; Elisabeth Larsson; Karel J. in 't Hout; Magnus Wiktorsson; Cornelis W. Oosterlee; Victor Shcherbakov; Maarten Wyns; Álvaro Leitao; Shashi Jain; Tinne Haentjens; Johan Waldén (Int. J. Comput. Math., 2019)

A high order method for pricing of financial derivatives using Radial Basis Function generated Finite Differences. - Slobodan Milovanovic; Lina von Sydow (Math. Comput. Simul., 2020)