A new technique to estimate the risk-neutral processes in jump-diffusion commodity futures models. - Lourdes Gómez-Valle; Z. Habibilashkary; Julia Martínez-Rodríguez (J. Comput. Appl. Math., 2017)

A multiplicative seasonal component in commodity derivative pricing. - Lourdes Gómez-Valle; Z. Habibilashkary; Julia Martínez-Rodríguez (J. Comput. Appl. Math., 2018)