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Leif Andersen

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