BibTeX record journals/corr/PagesPS16

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@article{DBLP:journals/corr/PagesPS16,
  author       = {Gilles Pag{\`{e}}s and
                  Olivier Pironneau and
                  Guillaume Sall},
  title        = {Vibrato and automatic differentiation for high order derivatives and
                  sensitivities of financial options},
  journal      = {CoRR},
  volume       = {abs/1606.06143},
  year         = {2016},
  url          = {http://arxiv.org/abs/1606.06143},
  eprinttype    = {arXiv},
  eprint       = {1606.06143},
  timestamp    = {Mon, 13 Aug 2018 16:46:20 +0200},
  biburl       = {https://dblp.org/rec/journals/corr/PagesPS16.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}

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