Automatic Adjoint Differentiation for Special Functions Involving Expectations

AuthID
P-00Z-H3X
3
Author(s)
Goloubentsev, A
·
Goncharov, E
Document Type
Article
Year published
2023
Published
in JOURNAL OF COMPUTATIONAL FINANCE, ISSN: 1460-1559
Volume: 27, Issue: 2, Pages: 33-46 (14)
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Publication Identifiers
Scopus: 2-s2.0-85185916068
Unpaywall: 10.21314/jcf.2023.007
Wos: WOS:001171075200003
Source Identifiers
ISSN: 1460-1559
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