Commodity Model One Factor Spot Model：This code simulates commodity spot prices using the Clewlow and Strickland one factor daily spot model using a Monte Carlo approach. The derived stochastic differential equations (SDEs) are solved using several finite difference schemes.

ClewlowStricklandOneFactorSDE.pdf
ClewlowStrickland_1FactorMC_Daily.m
ClewlowStrickland_1FactorMC_DailyInterp.m
DescriptStats.m
MAPEcalc.m
MCControlDailySpotPrice.m
FCData.mat
license.txt

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