Mini-symposium on automatic differentiation and its applications in the financial industry. - Sébastien Geeraert; Charles-Albert Lehalle; Barak A. Pearlmutter; Olivier Pironneau; Adil Reghai (CoRR, 2017)

Automatic control variates for option pricing using neural networks. - Zineb El Filali Ech-Chafiq; Jérôme Lelong; Adil Reghai (Monte Carlo Methods Appl., 2021)