Adjoint Algorithmic Differentiation Tool Support for Typical Numerical Patterns in Computational Finance
Naumann, Uwe (Corresponding author); du Toit, Jacques
(2014)
Bericht
Identifikationsnummern
- RWTH PUBLICATIONS: RWTH-CONV-010689
Naumann, Uwe (Corresponding author); du Toit, Jacques
(2014)
Bericht