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 ...

This paper provides an example of the implicit function theorem to the accuracy of global positioning system (GPS) navigation. The implicit function theorem allows one to approximate the timing ...

The main goal of the paper is to obtain explicit integral representations of implicit functions whose existence is guaranteed by the implicit function theory. We derive the mentioned representation ...

Continuation of APPM 4440. Study of multidimensional analysis including n-dimensional Euclidean space, continuity and uniform continuity of functions of several variables, differentiation, linear and ...

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 ...