| Article ID: | iaor20032608 |
| Country: | United States |
| Volume: | 128 |
| Issue: | 1 |
| Start Page Number: | 81 |
| End Page Number: | 94 |
| Publication Date: | May 2002 |
| Journal: | Applied Mathematics and Computation |
| Authors: | Deeba E., Dibeh G., Xie S.S. |
| Keywords: | investment |
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.