Chen, Yu; Cosimano, Thomas F.; Himonas, Alex - 2007
pricing models, we have shown that financial economic problems can be solved using analytic methods. Analytic methods allow …'s (1999) asset pricing model with a $260^{th}$ order Taylor polynomial in less than ten seconds. In this case the error is … of allocation between stocks and bonds is mathematically more complex than the asset pricing problems, we have been able …
