Please use this identifier to cite or link to this item:
Title: Automatic implicit function theorem
Author: Goloubentsev, Dmitri
Lakshtanov, Evgeny
Piterbarg, Vladimir V.
Issue Date: 14-Dec-2021
Publisher: Elsevier
Abstract: 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 the implicit function theorem, enables fully automated differentiation of exact-fit calibration routines. They show that the automatic implicit function theorem gives an approximate solution to the nearly exact calibration problems typical in practice
Peer review: yes
DOI: 10.2139/ssrn.3984964
ISSN: 1556-5068
Appears in Collections:CIDMA - Artigos
OGTCG - Artigos

Files in This Item:
File Description SizeFormat 
SSRN-id3984964 (1).pdf393.12 kBAdobe PDFrestrictedAccess

Formato BibTex MendeleyEndnote Degois 

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.