Stochastic Automatic Differentiation - AAD for Monte-Carlo Simulations (Presentation at the 13th Fixed Income Conference) (Presentation Slides)
2019 ◽
Vol 19
(6)
◽
pp. 1043-1059
◽
2019 ◽
Vol 22
(4)
◽
pp. 103-125
◽
Keyword(s):
Keyword(s):
Keyword(s):