On a closed formula for the derivatives of e^f(x) and related financial applications

MaRDI QIDQ3185142zbMATH OpenFDO

Authors Konstantinos Drakakis

Publication date 23 October 2009

Full work available at URL https://arxiv.org/abs/math/0507439, http://www.m-hikari.com/imf-password2009/9-12-2009/index.html

zbMATH Keywords

number of factorsnumber of summandscomposite exponential functionFa` a di Bruno formula

Mathematics Subject Classification ID

Derivative securities (option pricing, hedging, etc.) (91G20) Factorials, binomial coefficients, combinatorial functions (05A10) Combinatorial aspects of partitions of integers (05A17) Fundamental topics (basic mathematics, methodology; applicable to economics in general) (91B02) Stochastic models in economics (91B70)

Recommendations

• Closed formulas for computing higher-order derivatives of functions involving exponential functions
• A Formula for the nth Order Derivative and its Applications
• Derivative polynomials and closed-form higher derivative formulae
• The combinatorics of higher derivatives of implicit functions
• Derivatives of composite functions when component functions are power, log or exponential

Cited in

(2)

• Radial distribution function within the framework of the Tsallis statistical mechanics
• Closed formulas for computing higher-order derivatives of functions involving exponential functions

This page was built for publication: On a closed formula for the derivatives of \(e^{f(x)}\) and related financial applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3185142)