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Modeling rubber prices as a GBM process


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


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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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
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