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.
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| Language: | English |
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Indian Society for Education and Environment
2016
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| 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 |
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my.upm.eprints.509902017-04-27T10:09:38Z http://psasir.upm.edu.my/id/eprint/50990/ Modeling rubber prices as a GBM process Ibrahim, Siti Nur Iqmal 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. Indian Society for Education and Environment 2016 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/50990/1/Modeling%20rubber%20prices%20as%20a%20GBM%20process.pdf Ibrahim, Siti Nur Iqmal (2016) Modeling rubber prices as a GBM process. Indian Journal of Science and Technology, 9 (28). pp. 1-6. ISSN 0974-6846; ESSN: 0974-5645 http://www.indjst.org/index.php/indjst/article/view/97353 |
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Universiti Putra Malaysia |
| building |
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| continent |
Asia |
| country |
Malaysia |
| content_provider |
Universiti Putra Malaysia |
| content_source |
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http://psasir.upm.edu.my/ |
| language |
English |
| description |
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. |
| format |
Article |
| author |
Ibrahim, Siti Nur Iqmal |
| spellingShingle |
Ibrahim, Siti Nur Iqmal Modeling rubber prices as a GBM process |
| author_facet |
Ibrahim, Siti Nur Iqmal |
| author_sort |
Ibrahim, Siti Nur Iqmal |
| title |
Modeling rubber prices as a GBM process |
| title_short |
Modeling rubber prices as a GBM process |
| title_full |
Modeling rubber prices as a GBM process |
| title_fullStr |
Modeling rubber prices as a GBM process |
| title_full_unstemmed |
Modeling rubber prices as a GBM process |
| title_sort |
modeling rubber prices as a gbm process |
| publisher |
Indian Society for Education and Environment |
| publishDate |
2016 |
| url |
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 |
| _version_ |
1643834826777690112 |
| score |
13.244413 |