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 ...

Abstract: In this note, we discuss a generalization of the well-known implicit function theorem to the time-delay case. We show that the latter problem is closely related to the bicausal changes 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 ...

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 ...