Variational iteration method for solving one-factor commodity price model equation

Variational iteration method for solving one-factor commodity price model equation

In this work a one-factor model of stochastic behavior of commodity prices given by Eduardo S. Schwartz is solved usingVariational Iteration Method (VIM). Numerical example is studied to demonstrate the accuracy of the present method.

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Veröffentlicht in:International Journal of Engineering, Science and Mathematics Science and Mathematics, 2014-03, Vol.3 (1), p.54-60
1. Verfasser: Pannala, R K Pavan Kumar
Format: Artikel
Sprache:eng
Schlagworte:
Accuracy
Commodities
Commodity models
Iterative methods
Mathematical analysis
Mathematical models
prices on commodities
series solution
stochastic differential equation
Stochasticity
variational iteration method
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Zusammenfassung:In this work a one-factor model of stochastic behavior of commodity prices given by Eduardo S. Schwartz is solved usingVariational Iteration Method (VIM). Numerical example is studied to demonstrate the accuracy of the present method.
ISSN:2320-0294
2320-0294