Transactions of the American Mathematical Society, Vol. 263, No. 2 (Feb., 1981), pp. 493-500 (8 pages) Let $\Delta'$ be the class of all derivatives. The main goal of this paper is the investigation ...

The input argument fun refers to an IML module that specifies a function that returns f, a vector of length m for least-squares subroutines or a scalar for other optimization subroutines. The returned ...

Partial derivatives of production functions are necessary in many instances to characterize the technology of firms. We present here a general method to recover the first derivatives of the production ...

We present a new approach to bounding financial derivative prices in regime-switching market models from both above and below. We derive sufficient conditions under which a particular class of ...