A ratio to evaluate harvest procedures management in an economic system where resources dynamics is ruled by an Ornstein-Uhlenbeck process

The assessing resources dynamics problem, in the context of an economic system with Gaussian consumption and deterministic productivity, is considered in this paper. Basically it is presented a discrete time recursive equation that supports the recourse to the Ornstein-Uhlenbeck diffusion process. S...

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Detalhes bibliográficos
Autor principal: Ferreira, M. A. M. (author)
Outros Autores: Filipe, J. A. (author)
Formato: article
Idioma:eng
Publicado em: 2015
Assuntos:
Texto completo:http://hdl.handle.net/10071/8505
País:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/8505