Applied Mathematics and Computation · 1987 · 21 citations · 4 references
Natural SciencesComputer ScienceMathematicsDerivativesDifferential EquationsDerivative PricingNumerical AnalysisNumerical Methods For Differential EquationsPartial Differential EquationsNumerical DifferentiationPartial Derivatives
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A simple automatic derivative evaluation program
R. E. Wengert · Communications of the ACM · 1964 · 389 citations · Full text