Publication

Automatic differentiation for computational finance

Bischof, Christian; Bücker, Martin; Lang, Bruno

Dordrecht [u.a.] : Kluwer Acad. Publ. (2002)
Contribution to a book

In: Computational methods in decision-making, economics and finance / ed. by Erricos John Kontoghiorghes...
Page(s)/Article-Nr.: 297-310

Institutions

  • Chair of High Performance Computing (Computer Science 12) [123010]
  • Department of Computer Science [120000]