On a convergent power series method to price defaultable bonds in a Vasicek-CIR model

2021 ◽  
Author(s):  
Fabio Antonelli ◽  
Alessandro Ramponi ◽  
Sergio Scarlatti
Keyword(s):  
Power Series ◽  
Series Method ◽  
Convergent Power Series ◽  
Power Series Method ◽  
Cir Model ◽  
Defaultable Bonds

The Scope of the Power Series Method

2013 ◽  
Vol 86 (1) ◽  
pp. 56-62
Author(s):  
Richard Beals
Keyword(s):  
Power Series ◽  
Series Method ◽  
Power Series Method

A robust and efficient power series method for tracing PV curves

2015 ◽  
Author(s):  
Xiaoming Chen ◽  
David Bromberg ◽  
Xin Li ◽  
Lawrence Pileggi ◽  
Gabriela Hug
Keyword(s):  
Power Series ◽  
Series Method ◽  
Power Series Method ◽  
Efficient Power

scholarly journals A Truncation Method for Solving the Time-Fractional Benjamin-Ono Equation

2019 ◽  
Vol 2019 ◽  
pp. 1-7 ◽  
Author(s):  
Mohamed R. Ali
Keyword(s):  
Differential Equation ◽  
Ordinary Differential Equation ◽  
Power Series ◽  
Fractional Order ◽  
Nonlinear Ordinary Differential Equation ◽  
Lie Symmetry ◽  
Series Method ◽  
Lie Symmetry Analysis ◽  
Power Series Method ◽  
Bo Equation

We deem the time-fractional Benjamin-Ono (BO) equation out of the Riemann–Liouville (RL) derivative by applying the Lie symmetry analysis (LSA). By first using prolongation theorem to investigate its similarity vectors and then using these generators to transform the time-fractional BO equation to a nonlinear ordinary differential equation (NLODE) of fractional order, we complete the solutions by utilizing the power series method (PSM).

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