TY - JOUR AU - Gómez del Valle, María Lourdes AU - Martínez Rodríguez, Julia AU - Habibi Lashkari, Ziba PY - 2017 SN - 0377-0427 UR - http://uvadoc.uva.es/handle/10324/21461 AB - In order to price commodity derivatives, it is necessary to estimate the market prices of risk as well as the functions of the stochastic processes of the factors in the model. However, the estimation of the market prices of risk is an open question... LA - eng PB - Elsevier KW - Economía y empresa TI - A new technique to estimate the risk-neutral processes in jump–diffusion commodity futures models DO - 10.1016/j.cam.2015.12.028 ER -