Fast Greeks by simulation: the block adjoint method with memory reduction (Q399079): Difference between revisions
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| Property / Mathematics Subject Classification ID: 91G60 / rank | |||
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| Property / Mathematics Subject Classification ID: 65C05 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G20 / rank | |||
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| Property / zbMATH DE Number: 6331324 / rank | |||
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Monte Carlo | |||
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block simulation | |||
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sensitivity | |||
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adjoint | |||
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memory reduction | |||
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Revision as of 16:58, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Fast Greeks by simulation: the block adjoint method with memory reduction |
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Fast Greeks by simulation: the block adjoint method with memory reduction (English)
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19 August 2014
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Monte Carlo
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block simulation
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sensitivity
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adjoint
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memory reduction
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