Theory and Modern Applications
Table 1 Value of parameters used in simulation
From: An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand
|  | λ | μ | σ |
|---|---|---|---|
BHMR | 3.00 | 29.39 | 1.8565 |
RSS3 | 0.60 | 66.95 | 14.8473 |
TS | 4.05 | 8.4639 | 1.0381 |
Theory and Modern Applications
From: An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand
|  | λ | μ | σ |
|---|---|---|---|
BHMR | 3.00 | 29.39 | 1.8565 |
RSS3 | 0.60 | 66.95 | 14.8473 |
TS | 4.05 | 8.4639 | 1.0381 |