Using options prices to infer PDF's for asset prices: an application to oil prices during the Gulf crisis
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Bibliographic Details
Main Authors: Melick, William R. (Author), Thomas, Charles P. (Author)
Format: Book
Language:English
Published: Washington, DC Board of Governors of the Federal Reserve System 1996
Series:International finance discussion papers 541
Subjects:
Physical Description:41 S. graph. Darst.