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.
| Main Author: | |
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| Format: | Article |
| Language: | English |
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Indian Society for Education and Environment
2016
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| Online Access: | http://psasir.upm.edu.my/id/eprint/50990/ http://psasir.upm.edu.my/id/eprint/50990/1/Modeling%20rubber%20prices%20as%20a%20GBM%20process.pdf |
| _version_ | 1848851711714656256 |
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| author | Ibrahim, Siti Nur Iqmal |
| author_facet | Ibrahim, Siti Nur Iqmal |
| author_sort | Ibrahim, Siti Nur Iqmal |
| building | UPM Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-15T10:26:32Z |
| format | Article |
| id | upm-50990 |
| institution | Universiti Putra Malaysia |
| institution_category | Local University |
| language | English |
| last_indexed | 2025-11-15T10:26:32Z |
| publishDate | 2016 |
| publisher | Indian Society for Education and Environment |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | upm-509902017-04-27T10:09:38Z http://psasir.upm.edu.my/id/eprint/50990/ Modeling rubber prices as a GBM process Ibrahim, Siti Nur Iqmal 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. Indian Society for Education and Environment 2016 Article PeerReviewed application/pdf en http://psasir.upm.edu.my/id/eprint/50990/1/Modeling%20rubber%20prices%20as%20a%20GBM%20process.pdf 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 http://www.indjst.org/index.php/indjst/article/view/97353 |
| spellingShingle | Ibrahim, Siti Nur Iqmal Modeling rubber prices as a GBM process |
| title | Modeling rubber prices as a GBM process |
| title_full | Modeling rubber prices as a GBM process |
| title_fullStr | Modeling rubber prices as a GBM process |
| title_full_unstemmed | Modeling rubber prices as a GBM process |
| title_short | Modeling rubber prices as a GBM process |
| title_sort | modeling rubber prices as a gbm process |
| url | http://psasir.upm.edu.my/id/eprint/50990/ http://psasir.upm.edu.my/id/eprint/50990/ http://psasir.upm.edu.my/id/eprint/50990/1/Modeling%20rubber%20prices%20as%20a%20GBM%20process.pdf |