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

Luca Capriotti (2015)

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DOI: 10.3233/AF-150045

access: closed

type: Journal Article

metadata version: 2017-05-17

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Luca Capriotti:
Likelihood Ratio Method and Algorithmic Differentiation: Fast Second Order Greeks. Algorithmic Finance 4(1-2): 81-87 (2015)

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