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

Moawia Alghalith

Papers from arXiv.org

Abstract: 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.

Date: 2012-11, Revised 2024-07
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Persistent link: https://EconPapers.repec.org/RePEc:arx:papers:1211.5816

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