Abstract Views :134 |
PDF Views:0
Authors
Affiliations
1 Department of Mathematics, Faculty of Science, Universiti Putra Malaysia, 43400 UPM Serdang, Selangor, MY
Source
Indian Journal of Science and Technology, Vol 9, No 28 (2016), Pagination:
Abstract
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.
Keywords
Forecasting, Geometric Brownian Motion, Numerical Simulation, Rubber Prices.
Full Text