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Pricing of options on commodity futures with stochastic term structures of convenience yields and interest rates
Miltersen, Kristian R.; Schwartz, Eduardo S. - 1997
Persistent link: https://www.econbiz.de/10000972817
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The pricing of crude oil futures options contracts
Gibson, Rajna; Schwartz, Eduardo S. - 1990 - Rev
Persistent link: https://www.econbiz.de/10000789482
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Unspanned stochastic volatility and the pricing of commodity derivatives
Trolle, Anders B.; Schwartz, Eduardo S. - 2006
Persistent link: https://www.econbiz.de/10003399801