%0 Journal Article %1 journals/corr/PagesPS16 %A Pagès, Gilles %A Pironneau, Olivier %A Sall, Guillaume %D 2016 %J CoRR %K dblp %T Vibrato and automatic differentiation for high order derivatives and sensitivities of financial options. %U http://dblp.uni-trier.de/db/journals/corr/corr1606.html#PagesPS16 %V abs/1606.06143

@article{journals/corr/PagesPS16, added-at = {2018-08-13T00:00:00.000+0200}, author = {Pagès, Gilles and Pironneau, Olivier and Sall, Guillaume}, biburl = {https://www.bibsonomy.org/bibtex/2da3e3329ff019ea9b1b3d4d67108727b/dblp}, ee = {http://arxiv.org/abs/1606.06143}, interhash = {b5771ccc8732a5318ea7fc39128b32c9}, intrahash = {da3e3329ff019ea9b1b3d4d67108727b}, journal = {CoRR}, keywords = {dblp}, timestamp = {2018-08-14T11:51:36.000+0200}, title = {Vibrato and automatic differentiation for high order derivatives and sensitivities of financial options.}, url = {http://dblp.uni-trier.de/db/journals/corr/corr1606.html#PagesPS16}, volume = {abs/1606.06143}, year = 2016 }