Mini-symposium on automatic differentiation and its applications in the financial industry (Q4606420)
From MaRDI portal
scientific article; zbMATH DE number 6847908
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mini-symposium on automatic differentiation and its applications in the financial industry |
scientific article; zbMATH DE number 6847908 |
Statements
Mini-symposium on automatic differentiation and its applications in the financial industry (English)
0 references
7 March 2018
0 references
automatic differentiation
0 references
financial industry
0 references
American option
0 references
adjoint algorithmic differentiation
0 references
0 references
