//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"The journal of computational finance"
~person:"Coleman, Thomas F."
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
The Pricing of Asian Options u...
Similar by subject
Narrow search
Delete all filters
| 2 applied filters
Year of publication
From:
To:
Subject
All
Finanzmathematik
1
Greece
1
Greeks
1
Griechenland
1
Mathematical finance
1
Monte Carlo method
1
Monte Carlo simulation
1
Monte-Carlo-Simulation
1
Option pricing theory
1
Optionspreistheorie
1
automatic differentation (AD)
1
calibration
1
gradient
1
reverse mode
1
more ...
less ...
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Coleman, Thomas F.
Joshi, Mark S.
3
Caramellino, Lucia
2
Fu, Michael
2
Harrach, Bastian von
2
Korn, Ralf
2
Koster, Frank
2
Pelsser, Antoon André Jean
2
Shevchenko, Pavel V.
2
Xu, Wei
2
Abdymomunov, Azamat
1
Alm, Thomas
1
Andersen, Leif B. G.
1
Arouna, Bouhari
1
Asghari, Naser M.
1
Badouraly Kassim, Laetitia
1
Becker, Martin
1
Belak, Christoph
1
Berman, Leonard
1
Bhatoo, Omishwary
1
Bourgey, Florian
1
Briani, Maya
1
Chan, Jiun Hong
1
Chen, Bin
1
Chen, Xi
1
Coskun, Sema
1
Cozma, Andrei
1
Curti, Filippo
1
Daluiso, Roberto
1
Davison, Matt
1
De Marco, Stefano
1
Del Moral, Pierre
1
Desmettre, Sascha
1
Dickmann, Fabian
1
Du Toit, Jacques
1
Frangos, Nikolaos E.
1
Fries, Christian
1
Fries, Christian P.
1
Gerstner, Thomas
1
Graaf, Cornelis S. L. de
1
more ...
less ...
Published in...
All
The journal of computational finance
Financial engineering
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
Relevance
Date (newest first)
Date (oldest first)
1
The efficient application of automatic differentiation for computing gradients in financial applications
Xu, Wei
;
Chen, Xi
;
Coleman, Thomas F.
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 71-96
Persistent link: https://www.econbiz.de/10011563485
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->