Automatic Type Tracking: Operator Result Type Priority and Applications in Algorithmic Differentiation (with Examples from Mathematical Finance using Stochastic Automatic Differentiation)
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Elsevier BV
Reference5 articles.
1. Resources on the Net: Library Collaboration
2. Automatic Backward Differentiation for American Monte-Carlo Algorithms (Conditional Expectation)
3. Fast Stochastic Forward Sensitivities in Monte-Carlo Simulations Using Stochastic Automatic Differentiation (with Applications to Initial Margin Valuation Adjustments (MVA))
4. Stochastic Automatic Differentiation: Automatic Differentiation for Monte-Carlo Simulations;Christian P Fries;Notes Suggested Citation FRIES, CHRISTIAN P.: Automatic Type Tracking: Operator Result Type Priority and Applications in Algorithmic Differentiation (with Examples from Mathematical Finance using Stochastic Automatic Differentiation),2017
5. Stochastic Automatic Differentiation: Automatic Differentiation for Monte-Carlo Simulations
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