TY - JOUR T1 - A Two-Factor, Arbitrage-Free, Model of Fluctuations in Crude Oil Futures Prices JF - The Journal of Derivatives SP - 86 LP - 97 DO - 10.3905/jod.1993.407866 VL - 1 IS - 1 AU - Kenneth D. Garbade Y1 - 1993/08/31 UR - https://pm-research.com/content/1/1/86.abstract N2 - 300 Multiple ChoicesThis is a pdf-only article and there is no markup to show you.full-text.pdf ER -