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Automatic differentiation for computational finance

Bischof, Christian and Bücker, Martin and Lang, Bruno (2002):
Automatic differentiation for computational finance.
In: Computational methods in decision-making, economics and finance / ed. by Erricos John Kontoghiorghes..., Dordrecht u.a., Kluwer Acad. Publ., pp. 297-310, [Book Section]

Item Type: Book Section
Erschienen: 2002
Creators: Bischof, Christian and Bücker, Martin and Lang, Bruno
Title: Automatic differentiation for computational finance
Language: English
Title of Book: Computational methods in decision-making, economics and finance / ed. by Erricos John Kontoghiorghes...
Series Name: Applied optimization ; v. 74
Place of Publication: Dordrecht u.a.
Publisher: Kluwer Acad. Publ.
Divisions: 20 Department of Computer Science > Scientific Computing
20 Department of Computer Science
Date Deposited: 31 Jul 2012 09:33
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