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 ...

ABSTRACT: In this paper, the dynamical behaviors of a modified Leslie-Gower predator-prey model incorporating fear effect and prey refuge are investigated. We delve into the construction of the model ...