Adjoint algorithmic differentiation tool support for typical numerical patterns in computational finance

Naumann, Uwe; du Toit, Jacques

London : Incisive Media (2018)
Journal Article

In: The journal of computational finance : JFC
Volume: 21
Issue: 4
Page(s)/Article-Nr.: 23-57

Institutions

• Department of Computer Science [120000]
• Informatik 12 (Software and Tools for Computational Engineering Group) [123120]