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  • Search: subject:"Calibration of stochastic models"
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Algorithm 1 Algorithmic differentiation 1 Algorithmus 1 Analysis 1 Calibration of stochastic models 1 Derivat 1 Derivative 1 Derivatives pricing 1 Finanzmathematik 1 Mathematical analysis 1 Mathematical finance 1 Monte Carlo simulation 1 Monte Carlo simulations 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Optionspreistheorie 1 Partial differential equations 1 Simulation 1 Stochastic process 1 Stochastischer Prozess 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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Capriotti, Luca 1 Giles, Mike 1
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Quantitative finance 1
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15 years of Adjoint Algorithmic Differentiation (AAD) in finance
Capriotti, Luca; Giles, Mike - In: Quantitative finance 24 (2024) 9, pp. 1353-1379
Persistent link: https://www.econbiz.de/10015196929
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