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Notes--Note on "Municipal Bond Coupon Schedules with Limitations on the Number of Coupons"

Author

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  • Marshall Freimer

    (University of Rochester)

  • Mendu R. Rao

    (University of Rochester)

  • H. Martin Weingartner

    (University of Rochester)

Abstract

The optimal coupon schedule for municipal bonds with limits on the number of distinct coupons is formulated in terms of two different dynamic programming models which, in contrast to the companion paper, do guarantee an optimal solution, although at the cost of additional computational difficulty.

Suggested Citation

  • Marshall Freimer & Mendu R. Rao & H. Martin Weingartner, 1972. "Notes--Note on "Municipal Bond Coupon Schedules with Limitations on the Number of Coupons"," Management Science, INFORMS, vol. 19(4-Part-1), pages 379-380, December.
    • Handle: RePEc:inm:ormnsc:v:19:y:1972:i:4-part-1:p:379-380
    DOI: 10.1287/mnsc.19.4.379
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    Cited by:

    1. John Board & Charles Sutcliffe & William T. Ziemba, 2003. "Applying Operations Research Techniques to Financial Markets," Interfaces, INFORMS, vol. 33(2), pages 12-24, April.

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