# what's analytic calculation formula for multi-option cross gamma?

I knew it's d^2v/dx1dx2, but I don't have the explicit function of v=f(x1,x2). How do you come up with gamma/cross gamma matrix?

Thank you very much.

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If you don't know $f$ then you're unlikely to have a chance at an analytic first or second derivative. Perhaps you should be asking after a difference equation? – Brian B Jan 8 at 3:49