Automatic Type Tracking: Operator Result Type Priority and Applications in Algorithmic Differentiation (with Examples from Mathematical Finance using Stochastic Automatic Differentiation)

Fries, Christian

doi:10.2139/ssrn.3246127

SSRN Journal

2018

DOI: 10.2139/ssrn.3246127

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Automatic Type Tracking: Operator Result Type Priority and Applications in Algorithmic Differentiation (with Examples from Mathematical Finance using Stochastic Automatic Differentiation)

Christian Fries

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Automatic Type Tracking: Operator Result Type Priority and Applications in Algorithmic Differentiation (with Examples from Mathematical Finance using Stochastic Automatic Differentiation)

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