{"paper":{"title":"The Dupire derivatives and Fr\\'echet derivatives on continuous pathes","license":"http://arxiv.org/licenses/nonexclusive-distrib/1.0/","headline":"","cross_cats":[],"primary_cat":"math.PR","authors_text":"Shaolin Ji, Shuzhen Yang","submitted_at":"2013-01-24T03:01:37Z","abstract_excerpt":"In this paper, we study the relation between Fr\\'echet derivatives and Dupire derivatives, in which the latter are recently introduced by Dupire [4]. After introducing the definition of Fr\\'echet derivatives for non-anticipative functionals, we prove that the Dupire derivatives and the extended Fr\\'echet derivatives are coherent on continuous pathes."},"claims":{"count":0,"items":[],"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"source":{"id":"1301.5691","kind":"arxiv","version":1},"verdict":{"id":null,"model_set":{},"created_at":null,"strongest_claim":"","one_line_summary":"","pipeline_version":null,"weakest_assumption":"","pith_extraction_headline":""},"references":{"count":0,"sample":[],"resolved_work":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57","internal_anchors":0},"formal_canon":{"evidence_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"author_claims":{"count":0,"strong_count":0,"snapshot_sha256":"258153158e38e3291e3d48162225fcdb2d5a3ed65a07baac614ab91432fd4f57"},"builder_version":"pith-number-builder-2026-05-17-v1"}