I'm having some troubles figuring this out:

Given g( x(u,v) , y(u,v) ) = h( u,v),

and that

$\displaystyle u = {\sigma^2 \over 2} (T-x)$

$\displaystyle v = ln {y \over k} - (0.5 \sigma^2 -r)(T-x)$

how do we find $\displaystyle {\partial g \over \partial x}$

and $\displaystyle {\partial g \over \partial y}$?