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Tagged with taylor-series implicit-function-theorem
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Compute inverse series for implicit equation $b=-\log(1-e^{-x})/x$
In financial mathematics, the inverse series of: $$b(x) = -\frac{\log(1-e^{-x})}{x}$$ is needed in order to perform fast calculation on swaptions for G2++ calibration model. (see this post for ...
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Taylor Series expansion for an implicitely defined family of functions
Can we find a Taylor Series expansion for $y(x)$ implicitly defined by:
$$\sum _{i=1}^nA_ie^{a_ix+b_iy} = 1 ?$$
In financial mathematics, the two-additive-factors Model G2++ is commonly used for ...
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