[R] Welcome to the "R-help" mailing list

[Bird Fish]

Dear Colleagues
I am a very new member here. If my question sounds silly to you, I apologize
in advance.

If I have a complicated function without an explicit expression. ( For
example, the price of  American put option p is a function of the current
stock price S and expected future volatility sigma, but there is no clean
elementary function that would map (S, sigma) to p, in fact, p has to be
calculated with a sophisticated procedure.

In such case, is there a function in R to find sigma, with S and p known?
Also, is there a way to find the derivative of p with regard to sigma?

Could anyone please shed some light on it? Your help will be highly
appreciated!!!

Best
Bird and Fish