%0 Journal Article %A Kenneth D. Garbade %T A Two-Factor, Arbitrage-Free, Model of Fluctuations in Crude Oil Futures Prices %D 1993 %R 10.3905/jod.1993.407866 %J The Journal of Derivatives %P 86-97 %V 1 %N 1 %U https://jod.pm-research.com/content/iijderiv/1/1/86.full.pdf