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"Calibration in Finance: Very Fast Greeks Through Algorithmic ..."

Marc Henrard (2013)

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DOI: 10.1016/J.PROCS.2013.05.280

access: closed

type: Conference or Workshop Paper

metadata version: 2019-10-19

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Marc Henrard:
Calibration in Finance: Very Fast Greeks Through Algorithmic Differentiation and Implicit Function. ICCS 2013: 1145-1154

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