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"Fast Greeks by simulation: The block adjoint method with memory reduction."

Wenbin Hu, Shenghong Li (2015)

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DOI: 10.1016/J.CAM.2014.07.005

access: open

type: Journal Article

metadata version: 2021-02-16

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  - https://dblp.org/rec/journals/jcam/HuL15
Wenbin Hu, Shenghong Li:
Fast Greeks by simulation: The block adjoint method with memory reduction. J. Comput. Appl. Math. 274: 70-78 (2015)

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