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I just ran across this: http://mathoverflow.net/questions/163377/what-is-the-complex-third-derivative. The answer points out that the real Hessian is not invariant under coordinate changes, which is exactly the problem of “Cauchy’s invariant formula” that’s solved by including terms in .
We can consider complex-valued cogerm differential forms, in particular on or a more general complex manifold. (Although should the domains of the germs still be intervals in , or should they be regions in ?) Are there “Dolbeault” versions of the commutative cogerm differential for which the “complex Hessian” can be written as ? If so, this might partially answer the second question asked at the link.
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