Adjoint algorithmic differentiation is an efficient way to obtain financial instrument price derivatives with respect to the data inputs. Often the differentiation does not cover the full pricing ...
Annals of Mathematics, a distinguished journal of research papers in pure mathematics, was founded in 1884. Annals of Mathematics is published bimonthly with the cooperation of Princeton University ...
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 35, No. 2 (Jun., 1973), pp. 227-238 (12 pages) In the present paper, we have proved that the necessary conditions of the finite ...