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~person:"Chen, Xi"
~subject:"Derivative"
~subject:"Option pricing theory"
~subject:"weather derivatives"
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Chen, Xi
Xu, Wei
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The journal of computational finance
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The efficient application of automatic differentiation for computing gradients in financial applications
Xu, Wei
;
Chen, Xi
;
Coleman, Thomas F.
- In:
The journal of computational finance
19
(
2016
)
3
,
pp. 71-96
Persistent link: https://www.econbiz.de/10011563485
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