"Implied volatility functions: empirical tests."

Bernard Dumas, Jeff Fleming, Robert Whaley (1996)

> Home

Details and statistics

DOI: 10.1109/CIFER.1996.501845

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - conf/cifer/DumasFW96
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/conf/cifer/DumasFW96
Bernard Dumas, Jeff Fleming, Robert Whaley:
Implied volatility functions: empirical tests. CIFEr 1996: 199-233

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.