| dc.creator |
Dibeh, Ghassan |
en_US |
| dc.creator |
Deeba, Elias |
en_US |
| dc.creator |
Xiea, Shishen |
en_US |
| dc.date.accessioned |
2016-05-17T08:12:33Z |
|
| dc.date.available |
2016-05-17T08:12:33Z |
|
| dc.date.datecopyrighted |
2002 |
en_US |
| dc.identifier.issn |
0096-3003 |
en_US |
| dc.identifier.uri |
http://hdl.handle.net/10725/3817 |
|
| dc.description.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. |
en_US |
| dc.language.iso |
en |
en_US |
| dc.title |
An algorithm for solving bond pricing problem |
en_US |
| dc.type |
Article |
en_US |
| dc.description.version |
Published |
en_US |
| dc.creator.school |
SOB |
en_US |
| dc.creator.identifier |
199490150 |
en_US |
| dc.creator.department |
Department of Economics (ECON) |
en_US |
| dc.description.embargo |
N/A |
en_US |
| dc.relation.ispartof |
Applied Mathematics and Computation |
en_US |
| dc.description.volume |
128 |
en_US |
| dc.description.issue |
1 |
en_US |
| dc.article.pages |
81-94 |
en_US |
| dc.keywords |
Bond pricing |
en_US |
| dc.keywords |
Adomian's method |
en_US |
| dc.keywords |
Stochastic differential equations |
en_US |
| dc.identifier.doi |
http://dx.doi.org/10.1016/S0096-3003(01)00027-3 |
en_US |
| dc.identifier.ctation |
Deeba, E., Dibeh, G., & Xie, S. (2002). An algorithm for solving bond pricing problem. Applied mathematics and computation, 128(1), 81-94. |
en_US |
| dc.creator.email |
gdibeh@lau.edu.lb |
en_US |
| dc.description.tou |
http://libraries.lau.edu.lb/research/laur/terms-of-use/articles.php |
en_US |
| dc.identifier.url |
http://www.sciencedirect.com/science/article/pii/S0096300301000273 |
en_US |