Remarks on stochastic automatic adjoint differentiation and financial models calibration. - Dmitri Goloubentsev; Evgeny Lakshtanov (CoRR, 2019)

Adjoint Differentiation for generic matrix functions. - Andrei Goloubentsev; Dmitri Goloubentsev; Evgeny Lakshtanov (CoRR, 2021)

Automatic adjoint differentiation for gradient descent and model calibration. - Dmitri Goloubentsev; Evgeny Lakshtanov (Int. J. Wavelets Multiresolution Inf. Process., 2022)