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  • Search: subject:"adjoints by operator overloading in C++"
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Algorithm 1 Algorithmus 1 Finanzmathematik 1 Mathematical finance 1 Mathematical programming 1 Mathematische Optimierung 1 Monte Carlo method 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Theorie 1 Theory 1 adjoint algorithmic differentiation 1 adjoints by operator overloading in C++ 1 finite-difference method 1 implicit functions 1 preaccumulation 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Du Toit, Jacques 1 Naumann, Uwe 1
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The journal of computational finance 1
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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
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