Using options prices to infer PDF's for asset prices an application to oil prices during the Gulf crisis - Melick, William R.; Thomas, Charles P. (Board of Governors of the Federal Reserve System, 1996)
Keywords: Mathematisches Modell; Futures market -- United States; Gasoline supply -- Mathematical models; Gasoline -- Prices -- Mathematical models; Iraq-Kuwait Crisis, 1990-1991 -- Economic aspects -- United States; Petroleum products -- Prices -- Mathematical models; Petroleum reserves -- Mathematical models; USA