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
Identifier
- RWTH PUBLICATIONS: RWTH-CONV-098681