Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations (Q5234330)
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scientific article; zbMATH DE number 7110453
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations |
scientific article; zbMATH DE number 7110453 |
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Stochastic automatic differentiation: automatic differentiation for Monte-Carlo simulations (English)
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26 September 2019
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automatic differentiation
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adjoint automatic differentiation
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Monte Carlo simulation
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American Monte Carlo
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conditional expectation
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indicator function
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object oriented implementation
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