Fast Greeks by simulation: the block adjoint method with memory reduction (Q399079)
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scientific article; zbMATH DE number 6331324
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| English | Fast Greeks by simulation: the block adjoint method with memory reduction |
scientific article; zbMATH DE number 6331324 |
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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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0.7807634472846985
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0.7756497859954834
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0.7640666961669922
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0.7601045966148376
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