Modeling Uncertainty of Iran’s Oil by Mean Reverting Stochastic Process
Uncertainty is different from risk. When a variable is having uncertainty, as oil prices where unique characteristics are expected, risk analysis can not explain the behavior of that variable. Stochastic differential equations are able to model the behavior of such variables. Mean reverting stochast...
| Main Authors: | , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2014-01-01
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| Series: | Pizhūhishnāmah-i Iqtiṣād-i Inirzhī-i Īrān |
| Subjects: | |
| Online Access: | http://jiee.atu.ac.ir/article_693_b689fa809d9197c7d78ddf4c9bce6334.pdf |