ESAIM: Proceedings and Surveys

Mini-symposium on automatic differentiation and its applications in the financial industry

Sébastien Geeraert, Charles-Albert Lehalle, Barak A. Pearlmutter, Olivier Pironneau and Adil Reghai

ESAIM: ProcS, 59 (2017) 56-75

Published online: 08 November 2017

DOI: 10.1051/proc/201759056

Sébastien Geeraert

Charles-Albert Lehalle

Barak A. Pearlmutter

Olivier Pironneau

Adil Reghai

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