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
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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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description	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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subjects	Accuracy Commodities Commodity models Iterative methods Mathematical analysis Mathematical models prices on commodities series solution stochastic differential equation Stochasticity variational iteration method
title	Variational iteration method for solving one-factor commodity price model equation
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