An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand (Q1631125)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand |
scientific article |
Statements
An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand (English)
0 references
5 December 2018
0 references
Ornstein-Uhlenbeck process
0 references
stochastic process
0 references
parameter estimation
0 references
commodity pricing
0 references