Commodity price modelling that matches current observables: a new approach

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Unspanned Stochastic Volatility and the Pricing of Commodity Derivatives (2009, background): “(17)When we allow for stochastic interest rates, we should, strictly speaking, distinguish between forward and future convenience yields and forward and future cost of carry, see Miltersen and Schwartz (1998) for more on this issue.”
Pricing and Hedging Spread Options (2003, background): “This approach is advocated in [5] and [51], to which we refer the interested reader.”