Jacques du Toit

Adjoint Algorithmic Differentiation of a GPU Accelerated Application

Uwe Naumann, Johannes Lotz, Jacques du Toit, 2013 .

Parallelization Techniques for Random Number Generators

Michael B. Giles, Jacques du Toit, Thomas Bradley, 2011 .

Local Volatility FX Basket Option on CPU and GPU

Jacques du Toit, Isabel Ehrlich, 2013 .

Adjoint Algorithmic Differentiation Tool Support for Typical Numerical Patterns in Computational Finance

Uwe Naumann, Jacques du Toit, U. Naumann, 2018 .

Predicting the Time of the Ultimate Maximum for Brownian Motion with Drift

Jacques du Toit, Goran Peskir, G. Peskir, 2008 .

Selling a Stock at the Ultimate Maximum

Jacques du Toit, Goran Peskir, G. Peskir, 2009, 0908.1014.