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Relaxing the Differentiability Assumption in Taylor Theorem and Optimization: Applications to the HJB PDE and Finance

Fuente: arXiv

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Detalles Bibliográficos
Autor principal:	Alghalith, Moawia
Formato:	Preprint
Publicado:	2012
Materias:	Portfolio Management Analysis of PDEs 35-xx
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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