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José Nuno Catarino de Brito
AuthID:
R-00K-YN8
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Article (1)
Year Start - End:
2023
2024
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2024
2023
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Confirmed Publications: 1
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TITLE:
Automatic adjoint differentiation for special functions involving expectations
AUTHORS:
Brito, Jose
; Goloubentsev, Andrei; Goncharov, Evgeny;
PUBLISHED:
2023
,
SOURCE:
JOURNAL OF COMPUTATIONAL FINANCE,
VOLUME:
27,
ISSUE:
2
INDEXED IN:
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WOS
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