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Recovering an Asset's Implied PDF from Option Prices An Application to Crude Oil during the Gulf Crisis
Melick, William R.; Thomas, Charles P. - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 1, pp. 91-116
Persistent link: https://www.econbiz.de/10006703416
Cover Image
Recovering an asset's implied PDF from option prices : an application to crude oil during the Gulf crisis
Melick, William Robert - In: Journal of financial and quantitative analysis : JFQA 32 (1997) 1, pp. 91-115
Persistent link: https://www.econbiz.de/10001218122