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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| Autor principal: | |
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| Format: | Article |
| Idioma: | English |
| Publicat: |
Indian Society for Education and Environment
2016
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| Accés en línia: | http://psasir.upm.edu.my/id/eprint/50990/1/Modeling%20rubber%20prices%20as%20a%20GBM%20process.pdf |
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| Sumari: | 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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