Implied Volatility Functions: Empirical Tests

Bernard Dumas (), Jeff Fleming and Robert Whaley

Working Papers from HAL

Keywords: Implied Volatility Functions; Empirical Tests (search for similar items in EconPapers)
Date: 1996
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Citations: View citations in EconPapers (15)

Published in 1996

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Working Paper: Implied Volatility Functions: Empirical Tests (1996)
Working Paper: Implied Volatility Functions: Empirical Tests (1996)
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