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A New Approach of Box-Müller Method.
- Source :
-
AIP Conference Proceedings . 9/6/2007, Vol. 936 Issue 1, p304-307. 4p. 1 Diagram, 1 Chart. - Publication Year :
- 2007
-
Abstract
- This paper gives a new approach of the Box-Müller Method which transfer a standard uniform distribution to a standard normal distribution. We divide two dimensional unit space (0,1)2 into 15 parts (i.e. hold, rise, slowly rise, sharp rise, fall, slowly fall, sharp fall parts) which show the direction of future commodity prices. Then we can predict the price of commodity in future and manage the risk of uncertain value to come. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 0094243X
- Volume :
- 936
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- AIP Conference Proceedings
- Publication Type :
- Conference
- Accession number :
- 26501793
- Full Text :
- https://doi.org/10.1063/1.2790136