Relaxing the Differentiability Assumption in Taylor Theorem and Optimization: Applications to the HJB PDE and Finance
Fuente:
arXiv
Gespeichert in:
| 1. Verfasser: | |
|---|---|
| Format: | Preprint |
| Veröffentlicht: |
2012
|
| Schlagworte: | |
| Online-Zugang: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| _version_ | 1866913430850502656 |
|---|---|
| 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 |