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Fast Greeks by algorithmic differentiation
Capriotti, Luca
- In:
The journal of computational finance
14
(
2010/11
)
3
,
pp. 3-35
Persistent link: https://www.econbiz.de/10008989935
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RESEARCH PAPERS - Fast Greeks by algorithmic differentiation
Capriotti, Luca
- In:
The journal of computational finance
14
(
2011
)
3
,
pp. 3-37
Persistent link: https://www.econbiz.de/10008928330
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