"Likelihood Ratio Method and Algorithmic Differentiation: Fast Second Order ..."

Luca Capriotti (2015)

> Home

Details and statistics

DOI: 10.3233/AF-150045

access: closed

type: Journal Article

metadata version: 2017-05-17

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/af/Capriotti15
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/af/Capriotti15
Luca Capriotti:
Likelihood Ratio Method and Algorithmic Differentiation: Fast Second Order Greeks. Algorithmic Finance 4(1-2): 81-87 (2015)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.