Dmitri Goloubentsev, Evgeny Lakshtanov and Vladimir Piterbarg explain in mathematical terms, and demonstrate using a simple example, how the automatic implicit function theorem, a special version of ...
We prove a version of the implicit function theorem for Lipschitz mappings ƒ : ℝn+m ⊃ A → X into arbitrary metric spaces. As long as the pull-back of the Hausdorff content H ∞ n by ƒ has positive ...
Adjoint algorithmic differentiation is an efficient way to obtain financial instrument price derivatives with respect to the data inputs. Often the differentiation does not cover the full pricing ...
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