Automatic Type Tracking : Operator Result Type Priority and Applications in Algorithmic Differentiation (with Examples from Mathematical Finance using Stochastic Automatic Differentiation)
Year of publication: |
2018
|
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Authors: | Fries, Christian P. |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Finanzmathematik | Mathematical finance | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (14 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 7, 2018 erstellt |
Other identifiers: | 10.2139/ssrn.3246127 [DOI] |
Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; G13 - Contingent Pricing; Futures Pricing ; C63 - Computational Techniques |
Source: | ECONIS - Online Catalogue of the ZBW |
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