This is a preview. Log in through your library . Abstract In this paper, we introduce a new theoretical framework built upon fractional Sobolev-type spaces involving ...
The fast and accurate evaluation of sensitivities can be a hard task. Recent advances, such as adjoint algorithmic differentiation, are unfortunately ineffective on second order Greeks, such as gamma, ...
Results that may be inaccessible to you are currently showing.
Hide inaccessible results
Feedback