1. The binomial option pricing model;Simon Benninga;Mathematica in Education and Research,1997
2. Fast Greeks by Algorithmic Differentiation;Luca Capriotti;Journal of Computational Finance,2011
3. Likelihood Ratio Method and Algorithmic Differentiation: Fast Second Order Greeks
4. Option pricing: The vanna-volga method for implied volatilities;Antonio Castagna;Risk,2007