Recovering an asset's implied PDF from option prices: An application to crude oil during the Gulf crisis

Journal of Financial and Quantitative Analysis

Volumn 32, Issue 1, 1997, Pages 91-115

  Melick, William R ^a   Thomas, Charles P ^a  

^a FEDERAL RESERVE BOARD   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0031516243     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.2307/2331318     Document Type: Article

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