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 ...

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 ...

Werner C. Rheinboldt, Local Mapping Relations and Global Implicit Function Theorems, Transactions of the American Mathematical Society, Vol. 138 (Apr., 1969), pp. 183-198 ...

Moreover, existing implicit models can be implemented and trained with fixed memory costs in exchange for additional computational costs. In particular, backpropagation through implicit depth models ...

The IIE uses a binding function that is sample size dependent. Its limit theory relies on a sequence-based delta method in the stationary case and a sequence-based implicit continuous mapping theorem ...