ID | 317074 |
Title Proper | Recent dynamics of crude oil prices |
Language | ENG |
Author | Krichene, Noureddine |
`In' analytical Note | In Aziz, Jahangir: Rebalancing China's economy : What does growth theory tell us?. 2006. 34p;--(IMFWP/06/291) |
Journal Source | In Aziz, Jahangir: Rebalancing China's economy : What does growth theory tell us?. 2006. 34p;--(IMFWP/06/291)
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Classification Number | IMF |
Key Words | Option pricing ; Crude oil ; Characteristic function ; Cumulants ; Fourier inversion ; Jump-diffusion ; Kurtosis ; skewness ; Varuabce- gamma distribution |