Using options prices to infer PDF's for asset prices : an application to oil prices during the Gulf crisis
William R. Melick
| Year of publication: |
1996
|
|---|---|
| Authors: | Melick, William Robert |
| Other Persons: | Thomas, Charles P. (contributor) |
| Institutions: | Federal Reserve System / Board of Governors (contributor) |
| Publisher: |
Washington, DC : Board of Governors of the Federal Reserve System |
| Subject: | Ölpreis | Oil price | Optionspreistheorie | Option pricing theory | Börsenkurs | Share price | Irak | Iraq | Kuwait | Arabische Golf-Staaten | Gulf countries | CAPM | Ölmarkt | Oil market |
| Extent: | 41 S graph. Darst |
|---|---|
| Series: | International finance discussion papers. - Washington, DC, ISSN 1073-2500, ZDB-ID 1449509-0. - Vol. 541 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Notes: | Literaturverz. S. 23 - 24 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10000934130