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

Marshall Freimer, Mendu R. Rao and H. Martin Weingartner
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Marshall Freimer: University of Rochester
Mendu R. Rao: University of Rochester
H. Martin Weingartner: University of Rochester

Management Science, 1972, vol. 19, issue 4-Part-1, 379-380

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.

Date: 1972
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