@unpublished{publication-12580, author={Farkas, Walter and Gourier, Elise and Huitema, Robert and Necula, Ciprian}, institution={University of Zurich}, issn={1556-5068}, number=2679218, series={SSRN}, title={A Two-Factor Cointegrated Commodity Price Model with an Application to Spread Option Pricing}, year=2015, }