TY  - JOUR 
AU  - Gómez del Valle, María Lourdes
AU  - Martínez Rodríguez, Julia
PY  - 2023
SN  - 0170-4214
UR  - https://uvadoc.uva.es/handle/10324/58865
AB  - In commodity futures pricing models, the commodity present price is gener-ally considered to reflect all information in the markets and past information isnot regarded important. However, there is some empirical evidence that showsthat this fact is...
LA  - eng
PB  - Wiley
KW  - Commodity futures prices
KW  - Delay stochastic processes
KW  - Derivative securities
KW  - Nonparametric estima-tion
KW  - PDEs with randomness
TI  - Estimating and pricing commodity futures with time‐delay stochastic processes
DO  - 10.1002/mma.9115
ER  -