paper

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

Moawia Alghalith

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

Name: Relaxing the Differentiability Assumption in Taylor Theorem and Optimization: Applications to the HJB PDE and Finance
Author: Moawia Alghalith

Moawia Alghalith

paper2012-11-25English

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quantitative financearxiv

Description

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.