Fast Greeks by simulation: the block adjoint method with memory reduction (Q399079)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Fast Greeks by simulation: the block adjoint method with memory reduction |
scientific article; zbMATH DE number 6331324
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Fast Greeks by simulation: the block adjoint method with memory reduction |
scientific article; zbMATH DE number 6331324 |
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
0 references
0 references
0.7807634472846985
0 references
0.7756497859954834
0 references
0.7640666961669922
0 references
0.7601045966148376
0 references
