Recovering an Asset's Implied PDF from Option Prices: An...

Journal of Financial and Quantitative Analysis 1997 / 03 Vol. 32; Iss. 1

Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis

William R. Melick and Charles P. Thomas
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Volume:
32
Language:
english
Journal:
The Journal of Financial and Quantitative Analysis
DOI:
10.2307/2331318
Date:
March, 1997
File:
PDF, 2.47 MB
english, 1997
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