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A note on transforming a weak solution to PDE to a smooth solution

Author

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  • Moawia Alghalith

    (Economics Department, UWI, St. Augustine, Trinidad)

Abstract

This is paper, we develop a simple method that transforms weak solutions to PDEs to smooth solutions. We apply our method to the portfolio model.

Suggested Citation

  • Moawia Alghalith, 2016. "A note on transforming a weak solution to PDE to a smooth solution," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 3(03), pages 1-4, September.
    • Handle: RePEc:wsi:ijfexx:v:03:y:2016:i:03:n:s2424786316500201
    DOI: 10.1142/S2424786316500201
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    References listed on IDEAS

    as
    1. Dalal, Ardeshir, 1990. "Symmetry Restrictions in the Analysis of the Competitive Firm under Price Uncertainty," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 31(1), pages 207-211, February.
    2. M. Alghalith, 2015. "A note on transforming PDEs to ODEs," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 2(03), pages 1-4.
    3. Alghalith, Moawia, 2008. "Recent applications of theory of the firm under uncertainty," European Journal of Operational Research, Elsevier, vol. 186(2), pages 443-450, April.
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