BibTeX record journals/jocs/JainLO19

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@article{DBLP:journals/jocs/JainLO19,
  author       = {Shashi Jain and
                  {\'{A}}lvaro Leitao and
                  Cornelis W. Oosterlee},
  title        = {\emph{Rolling Adjoints}: Fast Greeks along Monte Carlo scenarios for
                  early-exercise options},
  journal      = {J. Comput. Sci.},
  volume       = {33},
  pages        = {95--112},
  year         = {2019},
  url          = {https://doi.org/10.1016/j.jocs.2019.03.001},
  doi          = {10.1016/J.JOCS.2019.03.001},
  timestamp    = {Mon, 26 Oct 2020 08:39:13 +0100},
  biburl       = {https://dblp.org/rec/journals/jocs/JainLO19.bib},
  bibsource    = {dblp computer science bibliography, https://dblp.org}
}
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