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"A weak approximation for Bismut's formula: An algorithmic ..."

Naho Akiyama, Toshihiro Yamada (2024)

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DOI: 10.1016/J.MATCOM.2023.09.003

access: closed

type: Journal Article

metadata version: 2023-11-18

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Naho Akiyama, Toshihiro Yamada:
A weak approximation for Bismut's formula: An algorithmic differentiation method. Math. Comput. Simul. 216: 386-396 (2024)

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