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ID317074
Title ProperRecent dynamics of crude oil prices
LanguageENG
AuthorKrichene, Noureddine
`In' analytical NoteIn Aziz, Jahangir: Rebalancing China's economy : What does growth theory tell us?. 2006. 34p;--(IMFWP/06/291)
Journal SourceIn Aziz, Jahangir: Rebalancing China's economy : What does growth theory tell us?. 2006. 34p;--(IMFWP/06/291)
Classification NumberIMF
Key WordsOption pricing ;  Crude oil ;  Characteristic function ;  Cumulants ;  Fourier inversion ;  Jump-diffusion ;  Kurtosis ;  skewness ;  Varuabce- gamma distribution