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Search: subject:"adjoint algorithmic differentiation"
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Adjoint algorithmic differentiation
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adjoint algorithmic differentiation
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adjoints by operator overloading in C++
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option pricing by PDE
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International journal of financial engineering
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The journal of computational finance
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ECONIS (ZBW)
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Adjoint
algorithmic
differentiation
tool support for typical numerical patterns in computational finance
Naumann, Uwe
;
Du Toit, Jacques
- In:
The journal of computational finance
21
(
2017/2018
)
4
,
pp. 23-57
Persistent link: https://www.econbiz.de/10011848395
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2
Real-time risk management : an AAD-PDE approach
Capriotti, Luca
;
Jiang, Yupeng
;
Macrina, Andrea
- In:
International journal of financial engineering
2
(
2015
)
4
,
pp. 1-31
Persistent link: https://www.econbiz.de/10011493204
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