Modeling rubber prices as a GBM process

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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.

Bibliographic Details
Main Author:	Ibrahim, Siti Nur Iqmal
Format:	Article
Language:	English
Published:	Indian Society for Education and Environment 2016
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

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