Omslagsbillede

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.

Saved in:

Bibliografiske detaljer
Hovedforfatter:	Ibrahim, Siti Nur Iqmal
Format:	Article
Sprog:	English
Udgivet:	Indian Society for Education and Environment 2016
Online adgang:	http://psasir.upm.edu.my/id/eprint/50990/1/Modeling%20rubber%20prices%20as%20a%20GBM%20process.pdf
Tags:	Tilføj Tag Ingen Tags, Vær først til at tagge denne postø!

Lignende værker

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

The impact of petroleum prices on the natural rubber industry
af: Idris Jajri (Malaya Univ., Kuala Lumpur (Malaysia))
Udgivet: (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
af: Balasubramaniam, Srivennila Sri, et al.
Udgivet: (2023)

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

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

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

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

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

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

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

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

Processing of natural rubber /
Udgivet: (1973)

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

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

Internet Resource Pricing Models
af: Xu, Ke., et al.
Udgivet: (2014)