Investment Lags - A Numerical Approach

M. Al-Foraih, P. Johnson, P. Duck

2014

Abstract

In this paper we use a mixture of numerical methods including finite difference and body fitted co-ordinates to form a robust stable numerical scheme to solve the investment lag model presented in the paper by Bar-Ilan and Strange (1996). This allows us to apply our methodology to models with different stochastic processes that does not have analytic solutions.

References

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Paper Citation


in Harvard Style

Al-Foraih M., Johnson P. and Duck P. (2014). Investment Lags - A Numerical Approach . In Proceedings of the 3rd International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES, ISBN 978-989-758-017-8, pages 282-287. DOI: 10.5220/0004920702820287


in Bibtex Style

@conference{icores14,
author={M. Al-Foraih and P. Johnson and P. Duck},
title={Investment Lags - A Numerical Approach},
booktitle={Proceedings of the 3rd International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES,},
year={2014},
pages={282-287},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0004920702820287},
isbn={978-989-758-017-8},
}


in EndNote Style

TY - CONF
JO - Proceedings of the 3rd International Conference on Operations Research and Enterprise Systems - Volume 1: ICORES,
TI - Investment Lags - A Numerical Approach
SN - 978-989-758-017-8
AU - Al-Foraih M.
AU - Johnson P.
AU - Duck P.
PY - 2014
SP - 282
EP - 287
DO - 10.5220/0004920702820287