Abstract
The title of this chapter may appear a little bit cryptic. The main advertised goal of Algorithmic Differentiation (AD) is to compute in an efficient way the derivatives of functions with respect to their inputs. Each part of this chapter’s title may appear in contraction with that general goal.
You didn’t know you wanted it – You get what you have not asked for – Volatility can stick.
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References
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Henrard, M. (2017). Derivatives to Non-inputs and Non-derivatives to Inputs. In: Algorithmic Differentiation in Finance Explained . Financial Engineering Explained. Palgrave Macmillan, Cham. https://doi.org/10.1007/978-3-319-53979-9_5
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DOI: https://doi.org/10.1007/978-3-319-53979-9_5
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