Algorithmic Differentiation in Finance Explained
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Publication:4601027
DOI10.1007/978-3-319-53979-9zbMath1380.91002OpenAlexW2750997020MaRDI QIDQ4601027
Publication date: 18 January 2018
Full work available at URL: https://doi.org/10.1007/978-3-319-53979-9
Symbolic computation and algebraic computation (68W30) Financial applications of other theories (91G80) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01)
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