Stochastic automatic differentiation : automatic differentiation for Monte-Carlo simulations
Christian P. Fries
| Year of publication: |
2019
|
|---|---|
| Authors: | Fries, Christian |
| Subject: | Adjoint Automatic Differentiation | American Monte Carlo | Automatic Differentiation | Conditional Expectation | Indicator Function | Monte Carlo simulation | Object Oriented Implementation | Monte-Carlo-Simulation | Simulation | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2018.1556398 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012194740