Automatic differentiation for computational finance

Bischof, Christian; Bücker, Martin; Lang, Bruno

Dordrecht [u.a.] : Kluwer Acad. Publ. (2002)
Contribution to a book

In: Computational methods in decision-making, economics and finance / ed. by Erricos John Kontoghiorghes...
Page(s)/Article-Nr.: 297-310