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Leif Andersen

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Modern Computational Finance. AAD and Parallel Simulations
Modern Computational Finance. AAD and Parallel Simulations
Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in mo…
Подробнее
Modern Computational Finance. AAD and Parallel Simulations
Modern Computational Finance. AAD and Parallel Simulations
Arguably the strongest addition to numerical finance of the past decade, Algorithmic Adjoint Differentiation (AAD) is the technology implemented in mo…
Подробнее
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