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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 ...
M. R. Spiegel, Derivatives of Implicit Functions, The American Mathematical Monthly, Vol. 61, No. 2 (Feb., 1954), pp. 120-121 ...
Dennis Epple, Hedonic Prices and Implicit Markets: Estimating Demand and Supply Functions for Differentiated Products, Journal of Political Economy, Vol. 95, No. 1 (Feb., 1987), pp. 59-80 ...