Modeling rubber prices as a GBM process
This paper shows that the prices of rubber type SMR and type centrifuged latex can be modeled as a geometric Brownian motion process. A numerical simulation of the prices of the rubbers is given to illustrate the approach.
Saved in:
| Main Author: | |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Indian Society for Education and Environment
2016
|
| Online Access: | http://psasir.upm.edu.my/id/eprint/50990/1/Modeling%20rubber%20prices%20as%20a%20GBM%20process.pdf http://psasir.upm.edu.my/id/eprint/50990/ http://www.indjst.org/index.php/indjst/article/view/97353 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | This paper shows that the prices of rubber type SMR and type centrifuged latex can be modeled as a geometric Brownian motion process. A numerical simulation of the prices of the rubbers is given to illustrate the approach. |
|---|