Citation
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
Abstract
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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Official URL or Download Paper: http://www.indjst.org/index.php/indjst/article/vie...
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Additional Metadata
| Item Type: | Article |
|---|---|
| Divisions: | Faculty of Science |
| Publisher: | Indian Society for Education and Environment |
| Keywords: | Forecasting; Geometric Brownian motion; Numerical simulation; Rubber prices |
| Depositing User: | Nabilah Mustapa |
| Date Deposited: | 27 Apr 2017 10:09 |
| Last Modified: | 27 Apr 2017 10:09 |
| URI: | http://psasir.upm.edu.my/id/eprint/50990 |
| Statistic Details: | View Download Statistic |
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