Schwartz One-Factor Model

Author

John Robin Inston

Published

September 25, 2026

0.1 Schwartz One-Factor Model

The Schwartz One-Factor Model is the simplest model for determining commodity forward prices using methods similar to those developed for stock prices.

0.2 References

  • [[the-stochastic-behavior-of-commodity-prices-implications-for-valuation-and-hedging-pdf]]
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