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- W2034203446 abstract "Commodity price simulation is useful in many engineering economics applications, yet discrete approximations of the continuous stochastic processes used in modeling commodity prices are not always straightforward. This article describes the exact solution for discretely simulating the Schwartz and Smith (2000 Schwartz, E. and Smith, J. E. 2000. Short-term variations and long-term dynamics in commodity prices. Management Science, 46(7): 893–911. [Crossref], [Web of Science ®] , [Google Scholar]) two-factor model of commodity prices." @default.
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- W2034203446 date "2012-04-01" @default.
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- W2034203446 title "Technical Note: Simulating the Two-Factor Schwartz and Smith Model of Commodity Prices" @default.
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- W2034203446 doi "https://doi.org/10.1080/0013791x.2012.677302" @default.
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