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| Main Author: | |
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| Format: | Preprint |
| Published: |
2012
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| Subjects: | |
| Online Access: | https://arxiv.org/abs/1211.5816 |
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| _version_ | 1866913430850502656 |
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| author | Alghalith, Moawia |
| author_facet | Alghalith, Moawia |
| contents | We introduce Taylor expansions that do not require the differentiability. We also provide new solutions to partial differential equations. We apply our methods to finance. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1211_5816 |
| institution | arXiv |
| publishDate | 2012 |
| record_format | arxiv |
| spellingShingle | Relaxing the Differentiability Assumption in Taylor Theorem and Optimization: Applications to the HJB PDE and Finance Alghalith, Moawia Portfolio Management Analysis of PDEs 35-xx We introduce Taylor expansions that do not require the differentiability. We also provide new solutions to partial differential equations. We apply our methods to finance. |
| title | Relaxing the Differentiability Assumption in Taylor Theorem and Optimization: Applications to the HJB PDE and Finance |
| topic | Portfolio Management Analysis of PDEs 35-xx |
| url | https://arxiv.org/abs/1211.5816 |