A Dynamic Model for Futures of Iran\'s Oil Industry
The main purpose of this paper is to provide a mathematical model for oil future contracts. The study basis has put on the Schwartz Model (1997), but it is clear that with the small change, it is applicable for Iranian Oil Industry Futures. The Schwartz Model has considered only short jumps in the p...
| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
Tarbiat Modares University
2015-01-01
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| Series: | پژوهشهای اقتصادی |
| Subjects: | |
| Online Access: | http://ecor.modares.ac.ir/article-18-12161-en.pdf |