Automatic differentiation (AD) is a practical field of computational mathematics that is of growing interest across many industries, including finance. The use of reverse-mode AD is particularly ...

Fullerene derivatives represent a unique class of carbon-based nanomaterials with exceptional physicochemical properties that have been harnessed for a range of biomedical applications. Their ...

In this paper, we apply stochastic (backward) automatic differentiation to calculate stochastic forward sensitivities. A forward sensitivity is a sensitivity at a future point in time, conditional on ...