Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis
提出一种从期权价格中恢复资产隐含概率密度函数的方法，并将其应用于海湾危机期间的原油市场，展示了该方法在极端事件下对资产价格分布估计的有效性。
William R. Melick, Charles P. Thomas, Recovering an Asset's Implied PDF from Option Prices: An Application to Crude Oil during the Gulf Crisis, The Journal of Financial and Quantitative Analysis, Vol. 32, No. 1 (Mar., 1997), pp. 91-115