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An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand - MaRDI portal

An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand (Q1631125)

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scientific article; zbMATH DE number 6989513
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English
An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand
scientific article; zbMATH DE number 6989513

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    An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand (English)
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    5 December 2018
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    Ornstein-Uhlenbeck process
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    stochastic process
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    parameter estimation
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    commodity pricing
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