Open AccessWar and Peace: Recovering the Market's Probability Distribution of Crude Oil Futures Prices During the Gulf Crisis
Author(s) -
William R. Melick,
Charles P. Thomas
Publication year - 1992
Publication title -
international finance discussion papers
Language(s) - English
Resource type - Journals
eISSN - 2767-4509
pISSN - 1073-2500
DOI - 10.17016/ifdp.1992.437
Subject(s) - futures contract , futures market , distribution (mathematics) , economics , jump diffusion , jump , financial economics , diffusion , crude oil , gulf war , econometrics , mathematics , petroleum engineering , geology , economic history , physics , mathematical analysis , quantum mechanics , thermodynamics