Simulating Exchange Rate Volatility in Iran Using Stochastic Differential ‎Equations‎

Subject Areas : International Journal of Industrial Mathematics

P. Fakhraiepour‎ ¹ , P. Nabati ² , R. Taghizadeh ³

1 - Department of Science, Urmia University of Technology, Urmia, Iran.
2 - Department of Science, Urmia University of Technology, Urmia, Iran.
3 - Department of Industrial Engineering, Urmia University of Technology, Urmia, Iran.

Received: 2018-04-27 Accepted : 2018-04-27 Published : 2018-01-01

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