IMPLIED VOLATILITY FUNCTIONS: EMPIRICAL TESTS
| Year of publication: |
1996
|
|---|---|
| Authors: | Dumas, Bernard ; Fleming, Jeff ; Whaley, Robert E. |
| Published in: |
Working paper / National Bureau of Economic Research, Inc. - Cambridge, Mass, ISSN 0898-2937, ZDB-ID 12239057. - 1996, 5500
|