BibTeX record journals/af/Capriotti15

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@article{DBLP:journals/af/Capriotti15,
  author       = {Luca Capriotti},
  title        = {Likelihood Ratio Method and Algorithmic Differentiation: Fast Second
                  Order Greeks},
  journal      = {Algorithmic Finance},
  volume       = {4},
  number       = {1-2},
  pages        = {81--87},
  year         = {2015},
  url          = {https://doi.org/10.3233/AF-150045},
  doi          = {10.3233/AF-150045},
  timestamp    = {Wed, 17 May 2017 14:25:51 +0200},
  biburl       = {https://dblp.org/rec/journals/af/Capriotti15.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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