parameter estimation in schwartz -3 factor model?

manisheelu · May 7th, 2015, 4:04 am

I am learning ropes of commodity derivative pricing. So far managed to implement schwartz's one and two factor models for copper and gold.Now trying to estimate parameter for schwartz 3 factor model(spot,convenience yield and interest rate) for pricing oil futures.can someone point out a good working paper or text on that? A piece of code implementing the same would be even better. I know of a schwartz 2 factor model R package.Is there a package for this one?