J. E. Ingersoll, The Pricing of Commodity-Linked Bonds: Discussion, The Journal of Finance, Vol. 37, No. 2, Papers and Proceedings of the Fortieth Annual Meeting of the American Finance Association, Washington, D.C., December 28-30, 1981 (May, 1982), pp. 540-541
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Jonathan E. Ingersoll (1982) studied this question.