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1 Ergebnisse
1
Automatic Adjoint Differentiation for special functions inv..:
Brito, José
;
Goloubentsev, Andrei
;
Goncharov, Evgeny
http://arxiv.org/abs/2204.05204. , 2022
Link:
http://arxiv.org/abs/2204.05204
RT Journal T1
Automatic Adjoint Differentiation for special functions involving expectations
UL https://suche.suub.uni-bremen.de/peid=base-ftarxivpreprints:oai:arXiv.org:2204.05204&Exemplar=1&LAN=DE A1 Brito, José A1 Goloubentsev, Andrei A1 Goncharov, Evgeny YR 2022 K1 Quantitative Finance - Computational Finance JF http://arxiv.org/abs/2204.05204 LK http://arxiv.org/abs/2204.05204 DO http://arxiv.org/abs/2204.05204 SF ELIB - SuUB Bremen
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