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 ...
1 Department of Mathematics, Michael Okpara University of Agriculture, Umuahia, Nigeria 2 Department of Industrial Mathematics and Statistics, Ebonyi State University, Abakaliki, Nigeria where a, b, c ...
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 ...
Automatic differentiation is a transformation of the computational graph associated with the algorithmic implementation of a mathematical function. It breaks it down into atomistic primitive ...