Work

Case Studies of Real-Time Risk Management via Adjoint Algorithmic Differentiation (AAD)

Year: 2018

Type: book-chapter

Source: Chapman & Hall/CRC eBooks

DOI: 10.1201/9781315372006-11

Authors: Luca Capriotti, Jacky Lee

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2921136081

FWCI: 2.058

Cites: 1

Cited by: 2

Related to: 10