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...
محفوظ في:
| المؤلف الرئيسي: | |
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| مؤلفون آخرون: | , |
| التنسيق: | article |
| منشور في: |
2002
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| الوصول للمادة أونلاين: | 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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| الملخص: | 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. |
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