An application of Ornstein-Uhlenbeck process to commodity pricing in Thailand

On the Theory of the Brownian Motion

G. E. Uhlenbeck, L. S. Ornstein · Physical Review · 1930 · 4.4K citations

Engineering, Physics, Friction Coefficient +4

On the Theory of the Brownian Motion II

Ming Chen Wang, G. E. Uhlenbeck · Reviews of Modern Physics · 1945 · 2.1K citations

Engineering, Brownian Motion Ii, Levy Process +2

The Brownian Movement and Stochastic Equations

J. L. Doob · Annals of Mathematics · 1942 · 630 citations

Engineering, Physics, Natural Sciences +13

Equilibrium Forward Curves for Commodities

Bryan Routledge, Duane J. Seppi, Chester S. Spatt · The Journal of Finance · 2000 · 493 citations · Full text

Economics, Equilibrium Forward Curves, Financial Economics +14

A Two-Factor Model for Commodity Prices and Futures Valuation

Diana Ribeiro, Stewart D. Hodges · SSRN Electronic Journal · 2004 · 47 citations · Full text