28.9 Commodity Prices Futures prices can be used to define the process followed by a commodity price n a risk-neutral world We can build in mean reversion and use a process for constructing trinomial trees that is analogous to that used for interest rates in Chapter 23 Options, Futures, and other Derivatives, 5th edition 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull 28.9 Commodity Prices • Futures prices can be used to define the process followed by a commodity price in a risk-neutral world. • We can build in mean reversion and use a process for constructing trinomial trees that is analogous to that used for interest rates in Chapter 23