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An algorithm for solving bond pricing problem

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An algorithm for solving bond pricing problem

Dibeh, Ghassan; Deeba, Elias; Xiea, Shishen
URI: http://hdl.handle.net/10725/3817
URL: http://www.sciencedirect.com/science/article/pii/S0096300301000273
DOI: http://dx.doi.org/10.1016/S0096-3003(01)00027-3
Date: 2016-05-17
Terms of Use: This item is made available under the terms and conditions applicable to " Article ", as set forth at: http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php

Abstract:

The nonlinear bond pricing problem has been extensively studied in the literature. Since an analytical solution is not readily available, we will seek to find an approximate solution. We will present a decomposition method, due to Adomian, and show how to obtain a reasonable numerical solution to the bond pricing problem.

Citation:

Deeba, E., Dibeh, G., & Xie, S. (2002). An algorithm for solving bond pricing problem. Applied mathematics and computation, 128(1), 81-94.

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