Implied volatility functions : empirical tests
Year of publication: |
2001
|
---|---|
Authors: | Dumas, Bernard ; Fleming, Jeff ; Whaley, Robert E. |
Published in: |
New research in financial markets. - Oxford [u.a.] : Oxford Univ. Press, ISBN 0-19-924321-2. - 2001, p. 39-81
|
Subject: | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Theorie | Theory | Schätzung | Estimation | USA | United States | 1988-1993 |
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