Automatic differentiation for computational finance
Christian H. Bischof; H. Martin Bücker; Bruno Lang
| Year of publication: |
2010
|
|---|---|
| Authors: | Bischof, Christian H. ; Bücker, H. Martin ; Lang, Bruno |
| Published in: |
Computational methods in decision-making, economics and finance. - Drodrecht [u.a.] : Kluwer Academic Pub, ISBN 978-1-4419-5230-1. - 2010, p. 297-310
|
| Subject: | Simulation | Finanzmathematik | Mathematical finance | Optionspreistheorie | Option pricing theory | Stochastischer Prozess | Stochastic process | Computerunterstützung | Computerized method | Finanzanalyse | Financial analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009153079