An algorithm for solving bond pricing problem
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 th...
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| Format: | article |
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2002
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| Online Access: | http://hdl.handle.net/10725/3817 http://dx.doi.org/10.1016/S0096-3003(01)00027-3 http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php http://www.sciencedirect.com/science/article/pii/S0096300301000273 |
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