摘要
对张金锁等近来建立的基于随机煤炭价格、随机利率和随机便利收益三因素模型,通过一些数学上的试凑法,得到了一套简明的解析解。这些解既有其理论价值,还可以作为标准解来检验、发展现在已蓬勃发展的数值解。
A three-factor model for economic research based on and convenience yield is established recently by Prof. stochastic coal price, stochastic interest rate Zhang Jinsuo and so on. A simple analytical solution for the model is derived by the mathematical try method. Such solution not only has its theoretical value, but also can be the standard solution to check and develop the springing up numerical solutions.
出处
《能源技术与管理》
2010年第2期126-127,共2页
Energy Technology and Management
基金
国家自然科学基金项目(50576097)
关键词
解析解
三因素模型
资源开采
analytical solution
three-factor model
exploit resources
