Variational iteration method for solving one-factor commodity price model equation
R K Pavan Kumar Pannala
Abstract
R K Pavan Kumar Pannala
Abstract
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.
A significance statement is not available in the OpenAlex record.
A contribution statement is not available in the OpenAlex record.
Method details are not available in the OpenAlex metadata.
Findings are not separately available in the OpenAlex metadata.
Limitations are not available in the OpenAlex metadata.
Application details are not available in the OpenAlex metadata.
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.
Key concepts: Commodity, Factor (programming language), Work (physics), Applied mathematics, Mathematics, Mathematical economics, Mathematical optimization, Computer science