Automatic differentiation for computational finance

Dordrecht [u.a.] / Kluwer Acad. Publ. (2002) [Contribution to a book]

Computational methods in decision-making, economics and finance / ed. by Erricos John Kontoghiorghes...
Page(s): 297-310

Authors

Selected Authors

Bischof, Christian
Bücker, Martin
Lang, Bruno

Identifier

  • REPORT NUMBER: RWTH-CONV-098681