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Computation Graphs for AAD and Machine Learning Part II : Adjoint Differentiation and AAD
Savine, Antoine - In: Wilmott 2020 (2020) 105, pp. 32-45
Persistent link: https://www.econbiz.de/10012274310
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Computation Graphs for AAD and Machine Learning Part II : Application to Derivatives Risk Sensitivities
Savine, Antoine - In: Wilmott 2020 (2020) 106, pp. 24-39
Persistent link: https://www.econbiz.de/10012274321
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Heston….Again?! Robust High‐Precision Option Pricing by Fourier Transforms : Contour Deformations and Double‐Exponential Quadrature
Andersen, Leif B. G.; Lake, Mark - In: Wilmott 2019 (2019) 102, pp. 22-41
Persistent link: https://www.econbiz.de/10012274271
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Fast American Option Pricing : The Double‐Boundary Case
Andersen, Leif; Lake, Mark - In: Wilmott 2021 (2021) 116, pp. 30-41
Persistent link: https://www.econbiz.de/10012808848