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Analytical Approximate Solutions for Vasicek Equation

descriptionPublicationkeyboard_double_arrow_right Article , Other literature type 01 Jan 2007 English Publisher:Elsevier BVJournal:SSRN Electronic Journal (eissn: 1556-5068, Copyright policy )
Authors: Yao Zheng;

doi: 10.2139/ssrn.970031

Analytical Approximate Solutions for Vasicek Equation

Abstract

This paper presents a theoretical analysis for the Vasicek equation in finance. The Adomian decomposition approach is introduced and the analytical solution is obtained. The results reported in this work provide further evidence of the importance of Adomian decomposition in finding the solution of partial differential equation. The mathematical technique employed in this paper also has the significance in studying some other problems in finance theory.

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This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
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popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
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