Fast Greeks by simulation: the block adjoint method with memory reduction (Q399079): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.cam.2014.07.005 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1980237550 / rank | |||
Normal rank |
Revision as of 01:10, 20 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Fast Greeks by simulation: the block adjoint method with memory reduction |
scientific article |
Statements
Fast Greeks by simulation: the block adjoint method with memory reduction (English)
0 references
19 August 2014
0 references
Monte Carlo
0 references
block simulation
0 references
sensitivity
0 references
adjoint
0 references
memory reduction
0 references