University of Washington School of Business Administration and Cambridge University Press are collaborating with JSTOR to digitize, preserve and extend access to The Journal of Financial and Quantitative Analysis. http://www.jstor.org Valuation of Commodity Futures and Options Under Stochastic Convenience Yields, Interest Rates, and Jump Diffusions in the Spot Author(s): Jimmy E. Hilliard and Jorge Reis Source: The Journal of Financial and Quantitative Analysis, Vol. 33, No. 1 (Mar., 1998), pp. 61-86 Published by: on behalf of the Cambridge University Press University of Washington School of Business Administration Stable URL: http://www.jstor.org/stable/2331378 Accessed: 16-03-2016 22:39 UTC Your use of the JSTOR archive indicates your acceptance of the Terms & Conditions of Use, available at http://www.jstor.org/page/ info/about/policies/terms.jsp JSTOR is a not-for-profit service that helps scholars, researchers, and students discover, use, and build upon a wide range of content in a trusted digital archive. We use information technology and tools to increase productivity and facilitate new forms of scholarship. For more information about JSTOR, please contact support@jstor.org. This content downloaded from 202.28.191.34 on Wed, 16 Mar 2016 22:39:16 UTC All use subject to JSTOR Terms and Conditions