An algorithm for solving bond pricing problem.

DOI10.1016/S0096-3003(01)00027-3zbMath1047.91029WikidataQ127330158 ScholiaQ127330158MaRDI QIDQ1855661

Ghassan Dibeh, Shishen Xie, Elias Y. Deeba

Publication date: 28 January 2003

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

stochastic differential equationsbond pricingAdomian's method

Mathematics Subject Classification ID

Numerical methods for ordinary differential equations (65L99)

Related Items (3)

Approximate analytical solutions for a shrinking core model for the discharge of a lithium iron-phosphate electrode by the Adomian decomposition method ⋮ An extension of the decomposition method for solving nonlinear equations and its convergence ⋮ A note on the use of modified Adomian decomposition method for solving singular boundary value problems of higher-order ordinary differential equations

Cites Work

• A new approach to the heat equation - an application of the decomposition method
• New results for convergence of Adomian's method applied to integral equations
• A decomposition method for solving the nonlinear Klein-Gordon equation
• The decomposition method applied to Chandrasekhar \(H\)-equation
• A Theory of the Term Structure of Interest Rates
• Pricing Interest-Rate-Derivative Securities
• Option pricing: A simplified approach
• A review of the decomposition method and some recent results for nonlinear equations
• A new approach to nonlinear partial differential equations
• An algorithm for solving a nonlinear integro-differential equation

This page was built for publication: An algorithm for solving bond pricing problem.