Welemical , Tesfamariam TadesseBidima , Martin Le Doux Mbele and Aduda , Jane Akinyi. (2025). Asymptotic Exponential Arbitrage in a Liu-Tang 3-Factor Model of Commodity Futures.
African Journal for Industrial and Applied Mathematics. 1 (1).
47-62.
doi:10.4208/ajiam.2025-0003