Emmanuel M. Tadjouddine, Yi Cao. An Option Pricing Model Calibration Using Algorithmic Differentiation. In Erol Gelenbe, Ricardo Lent, Georgia Sakellari, editors, Computer and Information Sciences II - 26th International Symposium on Computer and Information Sciences, London, UK, 26-28 September 2011. pages 577-581, Springer, 2011. [doi]
Abstract is missing.