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finMath lib documentation

Package net.finmath.montecarlo.automaticdifferentiation

Provides classes adding automatic differentiation capabilities to objects relying on RandomVariableInterface objects.

See: Description

Package net.finmath.montecarlo.automaticdifferentiation Description

Provides classes adding automatic differentiation capabilities to objects relying on RandomVariableInterface objects.
Author:
Christian Fries
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Copyright © 2018 Christian P. Fries.

Copyright © 2018. All rights reserved.