Delwedd Flaen

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.

Wedi'i Gadw mewn:

Manylion Llyfryddiaeth
Prif Awdur:	Ibrahim, Siti Nur Iqmal
Fformat:	Erthygl
Iaith:	English
Cyhoeddwyd:	Indian Society for Education and Environment 2016
Mynediad Ar-lein:	http://psasir.upm.edu.my/id/eprint/50990/1/Modeling%20rubber%20prices%20as%20a%20GBM%20process.pdf
Tagiau:	Ychwanegu Tag Dim Tagiau, Byddwch y cyntaf i dagio'r cofnod hwn!

Eitemau Tebyg

Modified Swanson’s equation to detect the growth of glioblastomas multiforme (GBM) tumour
gan: Mohd, Fashareena, et al.
Cyhoeddwyd: (2021)

Pricing some European-style options with stochastic volatility /
gan: Siti Nur Iqmal Ibrahim
Cyhoeddwyd: (2013)

Pricing holder-extendable options in a stochastic volatility model with an Ornstein-Uhlenbeck process
gan: Ibrahim, Siti Nur Iqmal, et al.
Cyhoeddwyd: (2017)

Modelling Malaysian gold prices using geometric brownian motion model
gan: Hamdan, Zawin Najah, et al.
Cyhoeddwyd: (2020)

A review on Black-Scholes model in pricing warrants in Bursa Malaysia
gan: Indra Gunawan, Nur Izzaty Ilmiah, et al.
Cyhoeddwyd: (2016)

Farmgate price in relation to high rubber prices
gan: Ang, Chai Seng
Cyhoeddwyd: (2015)

Pricing arithmetic Asian put option with early exercise boundary under jump-diffusion process
gan: Laham, Mohamed Faris, et al.
Cyhoeddwyd: (2020)

A statistical forecast of rubber prices
gan: Mohd. Napi Daud, et al.
Cyhoeddwyd: (2019)

Pricing down-and-out power options with exponentially curved barrier
gan: Ng, Teck Wee, et al.
Cyhoeddwyd: (2018)

Econometric Forecasting Models for Short Term Natural Rubber Prices
gan: Khin, Aye Aye
Cyhoeddwyd: (2010)

Composite Models for Short Term Forecasting for Natural Rubber Prices
gan: Shamsudin, Mad Nasir, et al.
Cyhoeddwyd: (1990)

Econometric Forecasting Models for Short Term Natural Rubber Prices
gan: Khin, Aye Aye
Cyhoeddwyd: (2010)

Econometric forecasting models for short term natural rubber prices /
gan: Aye Aye Khin.

Pricing extendible options using the fast Fourier transform
gan: Ibrahim, Siti Nur Iqmal, et al.
Cyhoeddwyd: (2014)

Of direct trade and the pricing of natural rubber
gan: Ng, C.S. (Malaysian Rubber Research and Development Board, Kuala Lumpur (Malaysia))
Cyhoeddwyd: (2013)

Memorandum on the fluctuations in the price of natural rubber /
gan: Adams, P. F.
Cyhoeddwyd: (1958)

Pricing formula for power options with jump-diffusion
gan: Ibrahim, Siti Nur Iqmal, et al.
Cyhoeddwyd: (2016)

Estimation methodology of short term natural rubber price forecasting models
gan: Khin, Aye Aye, et al.
Cyhoeddwyd: (2011)

Comparative forecasting models accuracy of short-term natural rubber prices.
gan: Aye, Aye Khin, et al.
Cyhoeddwyd: (2011)

Social adaptation level towards unstable rubber price among Malaysian rubber smallholders
gan: Saufe, Nur Aqilah, et al.
Cyhoeddwyd: (2017)

Social adaptation towards unstable rubber price among smallholders
gan: Saufe, Nur Aqilah
Cyhoeddwyd: (2018)

Social adaptation towards unstable rubber price among smallholders
gan: Saufe, Nur Aqilah
Cyhoeddwyd: (2018)

Social adaptation towards unstable rubber price among smallholders /
gan: Nur Aqilah Saufe,

Pricing formula for power options under jump-diffusion
gan: Ibrahim, Siti Nur Iqmal, et al.
Cyhoeddwyd: (2015)

What type of news is, or was, higher rubber prices?
gan: Lawson, Kristina
Cyhoeddwyd: (2013)

What type of news is, or was, higher rubber prices?
gan: Lawson, Kristina (MRPRA, Brickendonbury, Hertford (United Kingdom))
Cyhoeddwyd: (2013)

The impact of petroleum prices on the natural rubber industry
gan: Idris Jajri (Malaya Univ., Kuala Lumpur (Malaysia))
Cyhoeddwyd: (2013)

$Simulating rubber prices under geometric fractional Brownian motion with different Hurst estimators$

Simulating rubber prices under geometric fractional Brownian motion with different Hurst estimators
gan: Balasubramaniam, Srivennila Sri, et al.
Cyhoeddwyd: (2023)

Credit derivatives pricing models : models, pricing and implementation /
gan: Schonbucher, Philipp J.
Cyhoeddwyd: (2003)

Handbook of rubber and rubber processing technology : processes, formulations and applications /
Cyhoeddwyd: (2012)

Price modeling of eucalyptus wood under different silvicultural management for real options approach
gan: Munis, Rafaele Almeida, et al.
Cyhoeddwyd: (2022)

Program Let’s Algebraize 1.0 bimbing pelajar minat Algebra
gan: Ibrahim, Siti Nur Iqmal
Cyhoeddwyd: (2022)

Supply, demand and price prospects for natural rubber to 2000
gan: Carr, J.D.
Cyhoeddwyd: (2013)

An analysis of the structure of price responsiveness of Malaysian rubber production /
gan: Nasaruddin Arshad,
Cyhoeddwyd: (1978)

Pricing holder-extendable call options with mean-reverting stochastic volatility
gan: Ibrahim, Siti Nur Iqmal, et al.
Cyhoeddwyd: (2015)

Natural rubber processability
gan: Long, J.M. (BF Goodrich Co., Akron, Ohio (USA))
Cyhoeddwyd: (2013)

Processing of natural rubber /
Cyhoeddwyd: (1973)

Superior processing & processing aid rubbers (SP/PA rubbers) /
Cyhoeddwyd: (2003)

Telegraph Processes and Option Pricing
gan: Kolesnik, Alexander D., et al.
Cyhoeddwyd: (2013)

Internet Resource Pricing Models
gan: Xu, Ke., et al.
Cyhoeddwyd: (2014)