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Many literatures explain that commodity prices tend to follow the pattern of Mean Reversion models, commodity prices are controlled by seasonal supplies resulting in price fluctuations. To overcome the risk of fluctuations in the price, an investor can hedge with option contracts. The purpose of this research was to know the application of Mean Reversion model with seasonal in determining the value of European option contract from commodity ,by estimating the parameters and simulating the modeldoi:10.24843/mtk.2017.v06.i04.p170 fatcat:sjuw5kjp4jdelcfgpdj7ooku2m