Browsing International Conference by Subject "INDONESIA MARKET"

Browsing International Conference by Subject "INDONESIA MARKET"

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  • Permana, Ferry Jaya; Lesmono, Julius Dharma; Chendra, Erwinna (Asian Mathematical Conference, 2009)
    Time series models, i.e. AR, ARMA or ARIMA model, are widely used to model the commodities prices. Such models perform well in term of the price forecast. Another approach, modeling using stochastic differential equation ...
  • Permana, Ferry Jaya; Lesmono, Julius Dharma; Chendra, Erwinna (Institute for Mathematical Research, Universiti Putra Malaysia, 2009)
    Modeling commodity price process represented by a stochastic differential equation is essential for developing the risk managent tools, e.g., options, besides for forecasting future prices. However, gold has spesific ...

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