Media type: E-Article Title: On an Efficient Multiple Time-Step Monte Carlo Simulation of the SABR Model Contributor: Leitao Rodriguez, Alvaro; Grzelak, Lech A.; Oosterlee, Cornelis W. imprint: Elsevier BV, 2016 Published in: SSRN Electronic Journal Language: English DOI: 10.2139/ssrn.2764908 ISSN: 1556-5068 Keywords: Pharmacology (medical) Origination: Footnote: