RT Journal Article SR Electronic T1 A Two-Factor, Arbitrage-Free, Model of Fluctuations in Crude Oil Futures Prices JF The Journal of Derivatives FD Institutional Investor Journals SP 86 OP 97 DO 10.3905/jod.1993.407866 VO 1 IS 1 A1 Kenneth D. Garbade YR 1993 UL https://pm-research.com/content/1/1/86.abstract AB