Publication: Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance
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Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance

- Article in a journal -
 

Area
Finance

Author(s)
Cristian Homescu

Published in
SSRN Electronic Journal

Year
2011

Publisher
Elsevier BV

AD Theory and Techniques
Introduction

BibTeX
@ARTICLE{
         Homescu2011AaA,
       doi = "10.2139/ssrn.1828503",
       url = "https://doi.org/10.2139/ssrn.1828503",
       year = "2011",
       publisher = "Elsevier {BV}",
       author = "Cristian Homescu",
       title = "Adjoints and Automatic (Algorithmic) Differentiation in Computational Finance",
       journal = "{SSRN} Electronic Journal",
       ad_area = "Finance",
       ad_theotech = "Introduction"
}


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