The following pages link to (Q3084851):
Displaying 6 items.
- Fast Greeks by simulation: the block adjoint method with memory reduction (Q399079) (← links)
- Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations (Q708279) (← links)
- Adjoint-based Monte Carlo calibration of financial methods (Q964678) (← links)
- Fast Monte Carlo Greeks for financial products with discontinuous pay-offs (Q2847241) (← links)
- Monte Carlo Computation in Finance (Q3405423) (← links)
- ALGORITHMIC DIFFERENTIATION FOR DISCONTINUOUS PAYOFFS (Q4571698) (← links)