@article{evaluatingmicroscopicandmacroscopicmodel,
  title = {Evaluating Microscopic and Macroscopic Models for Derivative Contracts on Commodity Indices},
  author = {Alberto Manzano and Emanuele Nastasi and Andrea Pallavicini and Carlos Vázquez},
  year = {2024},
  eprint = {2408.00784},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2408.00784v1},
}